Conjugate Sampler - Split/Merge Demo
Jonathan Klus
2023-11-15
DEE Sampler Setup
- \(y_1, \dots, y_n \sim \sum_{k=1}^K\pi_kN(\mu_k, \sigma^2 I_J)\)
- \(\mu_1, \dots, \mu_K \sim N(\mu_0, r\sigma^2 I_J)\)
- \(\sigma^2 \sim IG(a,b)\)
- \(r \sim IG(g, h)\)
- \(b \sim Ga(d, f)\)
DVE Sampler Setup
- \(y_1, \dots, y_n \sim \sum_{k=1}^K\pi_kN(\mu_k, \sigma^2_k I_J)\)
- \(\mu_1, \dots, \mu_K \sim N(\mu_0, r\sigma^2_k I_J)\)
- \(\sigma^2_1,\dots, \sigma^2_K \sim IG(a,b)\)
- \(r \sim IG(g, h)\)
- \(b \sim Ga(d, f)\)
UVV Sampler Setup
- \(y_1, \dots, y_n \sim \sum_{k=1}^K\pi_kN(\mu_k, \Sigma_k)\)
- \(\mu_1, \dots, \mu_K \sim N(\mu_0, r\Sigma_k)\)
- \(\Sigma_1,\dots, \Sigma_K \sim invWish(\nu,(\nu\Lambda_0)^{-1})\)
- \(r \sim IG(g, h)\)
Sampler Examples
2D Example - well separated
Mixture of 3 multivariate normal densities all with diagonal variance structure and \(\sigma^2 = 10\). The true means are \((-20,20)\), \((20,-20)\), and \((0,0)\), and \(\sum_{j}n_j = 30\).
UVV sampler
without split-merge step
# sample
set.seed(516)
n_iter = 10^4
start_run = Sys.time()
mu0 = matrix(round((colMeans(matrix(unlist(y), ncol = 2))),0), ncol = 1)
print(mu0)## [,1]
## [1,] 1
## [2,] 0ex1 = MVN_CRP_sampler_UVV(S = n_iter, y = y, alpha = 1, r = 10,
g = 1, h = 50,
nu_hyperprior = FALSE, fix_r = FALSE,
mu0 = mu0, nu = 2,
lambda0 = diag(x = 10, nrow = 2),
k_init = 1, diag_weights = FALSE,
verbose = TRUE, print_iter = 500,
split_merge = FALSE)##
##
## *******************************************************************
## Starting iter: 500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 2 3 2 1 2 1 2 1 3 2 1 2 1 3 1 1 1 2 2 3 1 2 3 3 1 2 1 2 3 2
##
##
## 1 2 3
## 11 12 7
##
## [,1] [,2] [,3]
## [1,] 20.69429 -18.98661 0.8586155
## [2,] -18.01953 20.51435 1.3590565
##
## [[1]]
## [,1] [,2]
## [1,] 14.807429 -4.793479
## [2,] -4.793479 35.444084
##
## [[2]]
## [,1] [,2]
## [1,] 9.211391 2.761944
## [2,] 2.761944 12.678350
##
## [[3]]
## [,1] [,2]
## [1,] 18.87138 11.14520
## [2,] 11.14520 15.11123
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 21.98959 -18.71247 -1.0437253
## [2,] -19.46415 19.63086 -0.6298296
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 17.0219453 -0.3861836
## [2,] -0.3861836 15.4479210
##
## [[2]]
## [,1] [,2]
## [1,] 3.7731098 0.8521613
## [2,] 0.8521613 7.4594264
##
## [[3]]
## [,1] [,2]
## [1,] 9.642211 3.232246
## [2,] 3.232246 27.471639
##
##
## r 196.2283
## nu 2
## [1] 2 3 2 1 2 1 2 1 3 2 1 2 1 3 1 1 1 2 2 3 1 2 3 3 1 2 1 2 3 2
##
##
## *******************************************************************
## Starting iter: 1000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 2 3 2 1 2 1 2 1 6 2 1 2 1 3 1 1 1 5 2 6 1 5 3 6 1 2 1 2 6 5
##
##
## 1 2 3 5 6
## 11 9 3 3 4
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 20.91259 -18.20274 -19.15785 -4.038702 6.3149107
## [2,] -19.19378 21.69567 17.30600 -2.246999 0.6411475
##
## [[1]]
## [,1] [,2]
## [1,] 8.067543 -5.173134
## [2,] -5.173134 12.980174
##
## [[2]]
## [,1] [,2]
## [1,] 23.70142 11.31267
## [2,] 11.31267 10.14617
##
## [[3]]
## [,1] [,2]
## [1,] 4.968686 -1.006009
## [2,] -1.006009 3.773953
##
## [[4]]
## [,1] [,2]
## [1,] 3.315441 4.296355
## [2,] 4.296355 14.400197
##
## [[5]]
## [,1] [,2]
## [1,] 12.4758095 -0.3184327
## [2,] -0.3184327 8.1934278
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 20.97138 -18.88656 4.3176625 -19.81904 -4.439343
## [2,] -19.77269 21.63493 -0.3548897 15.65778 2.982523
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 10.774961 0.561439
## [2,] 0.561439 9.159396
##
## [[2]]
## [,1] [,2]
## [1,] 3.954050 3.132579
## [2,] 3.132579 14.619738
##
## [[3]]
## [,1] [,2]
## [1,] 12.216905 2.385623
## [2,] 2.385623 6.521809
##
## [[4]]
## [,1] [,2]
## [1,] 5.2605668 -0.2041664
## [2,] -0.2041664 8.8395246
##
## [[5]]
## [,1] [,2]
## [1,] 14.452373 3.894613
## [2,] 3.894613 5.830103
##
##
## r 121.3293
## nu 2
## [1] 2 3 2 1 2 1 2 1 6 2 1 2 1 3 1 1 1 5 2 6 1 5 3 6 1 2 1 2 6 5
##
##
## *******************************************************************
## Starting iter: 1500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.41927 -1.4924688 -19.32813
## [2,] -18.76089 0.2170782 20.86952
##
## [[1]]
## [,1] [,2]
## [1,] 22.92712 -1.00767
## [2,] -1.00767 12.63403
##
## [[2]]
## [,1] [,2]
## [1,] 14.055389 3.662701
## [2,] 3.662701 5.127008
##
## [[3]]
## [,1] [,2]
## [1,] 11.335946 -4.414811
## [2,] -4.414811 11.619866
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -1.236805 20.97386 -19.06004
## [2,] -2.589034 -16.75093 20.42762
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 16.132030 -4.989218
## [2,] -4.989218 10.987499
##
## [[2]]
## [,1] [,2]
## [1,] 7.7099685 0.8783145
## [2,] 0.8783145 15.1759018
##
## [[3]]
## [,1] [,2]
## [1,] 4.889234 2.009666
## [2,] 2.009666 6.533027
##
##
## r 49.68888
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 2000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.14153 -1.8192857 -18.68601
## [2,] -18.50053 -0.6884873 21.46261
##
## [[1]]
## [,1] [,2]
## [1,] 18.4269172 -0.2808707
## [2,] -0.2808707 12.0319891
##
## [[2]]
## [,1] [,2]
## [1,] 8.714299 2.104651
## [2,] 2.104651 6.616236
##
## [[3]]
## [,1] [,2]
## [1,] 3.791560 1.502799
## [2,] 1.502799 7.397632
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -0.7427380 21.90746 -19.26515
## [2,] -0.8247466 -19.51620 19.31334
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 8.698885 -0.204317
## [2,] -0.204317 7.928878
##
## [[2]]
## [,1] [,2]
## [1,] 6.717056 1.511433
## [2,] 1.511433 9.098089
##
## [[3]]
## [,1] [,2]
## [1,] 4.359810 2.767892
## [2,] 2.767892 9.607008
##
##
## r 111.4505
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 2500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 6 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3 6
## 6 11 12 1
##
## [,1] [,2] [,3] [,4]
## [1,] 19.78589 -0.1161394 -18.08392 -47.61016
## [2,] -19.67469 -0.2599711 21.25928 -44.90452
##
## [[1]]
## [,1] [,2]
## [1,] 9.614381 2.366881
## [2,] 2.366881 16.155677
##
## [[2]]
## [,1] [,2]
## [1,] 19.429037 4.187179
## [2,] 4.187179 9.879481
##
## [[3]]
## [,1] [,2]
## [1,] 6.225688 5.216487
## [2,] 5.216487 12.910966
##
## [[4]]
## [,1] [,2]
## [1,] 1530.194 1314.882
## [2,] 1314.882 1146.855
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -3.685694 21.64048 -18.59212 40.59808
## [2,] -2.558206 -17.81288 20.78818 41.75746
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 10.64079 16.97101
## [2,] 16.97101 39.04506
##
## [[2]]
## [,1] [,2]
## [1,] 5.427138 -1.403381
## [2,] -1.403381 21.170147
##
## [[3]]
## [,1] [,2]
## [1,] 4.072611 1.97617
## [2,] 1.976170 11.75379
##
## [[4]]
## [,1] [,2]
## [1,] 393.3975 502.7076
## [2,] 502.7076 686.3240
##
##
## r 2199.79
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 6 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 3000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 6 1 1 2 3 2 6 1 3
##
##
## 1 2 3 6
## 7 11 10 2
##
## [,1] [,2] [,3] [,4]
## [1,] 24.57722 -2.788188 -19.46369 -19.27531
## [2,] -15.86707 -1.684322 19.96593 19.17708
##
## [[1]]
## [,1] [,2]
## [1,] 17.088966 -5.931807
## [2,] -5.931807 26.225184
##
## [[2]]
## [,1] [,2]
## [1,] 21.918813 3.584887
## [2,] 3.584887 9.936444
##
## [[3]]
## [,1] [,2]
## [1,] 4.346232 -2.107885
## [2,] -2.107885 11.639061
##
## [[4]]
## [,1] [,2]
## [1,] 9.970754 -12.49425
## [2,] -12.494248 40.08438
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 0.1423939 19.78624 -19.06733 -17.93200
## [2,] -5.3531089 -19.66495 21.90366 15.68472
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 13.197628 -1.707571
## [2,] -1.707571 23.474323
##
## [[2]]
## [,1] [,2]
## [1,] 12.567602 -1.652023
## [2,] -1.652023 18.981700
##
## [[3]]
## [,1] [,2]
## [1,] 7.1679845 0.5270309
## [2,] 0.5270309 15.4553201
##
## [[4]]
## [,1] [,2]
## [1,] 210.8311 -187.8920
## [2,] -187.8920 182.9098
##
##
## r 57.12565
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 6 1 1 2 3 2 6 1 3
##
##
## *******************************************************************
## Starting iter: 3500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.92550 -3.5875655 -20.60729
## [2,] -17.44309 -0.5149515 18.38548
##
## [[1]]
## [,1] [,2]
## [1,] 10.423872 -1.456089
## [2,] -1.456089 7.796978
##
## [[2]]
## [,1] [,2]
## [1,] 4.2757891 -0.7247655
## [2,] -0.7247655 6.6827148
##
## [[3]]
## [,1] [,2]
## [1,] 6.521751 2.918202
## [2,] 2.918202 12.942794
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -1.550864 20.97091 -19.41403
## [2,] 1.317302 -19.30499 20.03539
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 10.544469 -6.425961
## [2,] -6.425961 23.354110
##
## [[2]]
## [,1] [,2]
## [1,] 7.045415 -1.010202
## [2,] -1.010202 9.086011
##
## [[3]]
## [,1] [,2]
## [1,] 4.094383 2.520901
## [2,] 2.520901 11.215718
##
##
## r 179.5886
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 4000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 1 3 2 3 2 3 2 5 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3 5
## 6 11 12 1
##
## [,1] [,2] [,3] [,4]
## [1,] 22.78292 -4.0419848 -19.91929 3.778982
## [2,] -17.50475 -0.4678294 18.84043 -1.086659
##
## [[1]]
## [,1] [,2]
## [1,] 13.229320 5.128028
## [2,] 5.128028 18.475486
##
## [[2]]
## [,1] [,2]
## [1,] 6.6773402 0.3371245
## [2,] 0.3371245 4.7625717
##
## [[3]]
## [,1] [,2]
## [1,] 8.372160 4.936029
## [2,] 4.936029 13.555452
##
## [[4]]
## [,1] [,2]
## [1,] 11.00762 -10.58126
## [2,] -10.58126 20.17903
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -4.07711861 21.04948 -18.76820 -1.490412
## [2,] 0.04040449 -19.91334 20.66521 1.148692
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 6.495121 -1.571868
## [2,] -1.571868 8.138214
##
## [[2]]
## [,1] [,2]
## [1,] 9.820039 2.463105
## [2,] 2.463105 13.275177
##
## [[3]]
## [,1] [,2]
## [1,] 10.3198495 0.5791607
## [2,] 0.5791607 20.7466425
##
## [[4]]
## [,1] [,2]
## [1,] 1.902359 -2.393984
## [2,] -2.393984 18.930018
##
##
## r 358.4859
## nu 2
## [1] 3 1 3 2 3 2 3 2 5 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 4500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 22.80166 -2.415426 -18.38899
## [2,] -16.54682 1.879059 21.31418
##
## [[1]]
## [,1] [,2]
## [1,] 21.469435 7.400347
## [2,] 7.400347 14.764796
##
## [[2]]
## [,1] [,2]
## [1,] 15.117468 6.002948
## [2,] 6.002948 8.474540
##
## [[3]]
## [,1] [,2]
## [1,] 18.939683 5.789908
## [2,] 5.789908 8.544645
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 1.3517321 21.94372 -19.07279
## [2,] 0.2315935 -18.44731 19.90292
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 15.432576 5.426742
## [2,] 5.426742 6.875881
##
## [[2]]
## [,1] [,2]
## [1,] 12.292870 1.536403
## [2,] 1.536403 10.358173
##
## [[3]]
## [,1] [,2]
## [1,] 4.1731333 0.8016559
## [2,] 0.8016559 20.9879118
##
##
## r 315.1719
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 5000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 21.44484 -1.2606524 -18.13546
## [2,] -18.39163 0.2061228 19.77137
##
## [[1]]
## [,1] [,2]
## [1,] 17.785609 -2.533908
## [2,] -2.533908 12.227682
##
## [[2]]
## [,1] [,2]
## [1,] 30.834958 3.365974
## [2,] 3.365974 6.515850
##
## [[3]]
## [,1] [,2]
## [1,] 5.664561 2.745279
## [2,] 2.745279 16.548283
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -0.41430466 21.7344 -18.86203
## [2,] 0.03672534 -18.9076 20.41027
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 11.672398 2.271964
## [2,] 2.271964 4.468282
##
## [[2]]
## [,1] [,2]
## [1,] 8.414131 0.936196
## [2,] 0.936196 12.515112
##
## [[3]]
## [,1] [,2]
## [1,] 4.937082 -0.16360
## [2,] -0.163600 11.57333
##
##
## r 136.2095
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 5500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.86286 -2.1843354 -19.10685
## [2,] -18.26775 -0.3996591 19.64505
##
## [[1]]
## [,1] [,2]
## [1,] 14.3061920 -0.7747963
## [2,] -0.7747963 9.1394111
##
## [[2]]
## [,1] [,2]
## [1,] 12.892242 5.522026
## [2,] 5.522026 12.325713
##
## [[3]]
## [,1] [,2]
## [1,] 4.836831 5.368754
## [2,] 5.368754 15.994699
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -2.6879059 21.84436 -19.60645
## [2,] -0.8119437 -18.26839 19.78004
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 77.18588 27.46781
## [2,] 27.46781 13.79554
##
## [[2]]
## [,1] [,2]
## [1,] 10.924023 1.389221
## [2,] 1.389221 12.085255
##
## [[3]]
## [,1] [,2]
## [1,] 8.45101670 0.02518394
## [2,] 0.02518394 9.51351250
##
##
## r 93.10056
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 6000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 5 3 5 6 5 6 5 6 3 5 6 5 6 3 6 6 6 4 4 3 6 5 2 3 6 5 6 5 2 4
##
##
## 2 3 4 5 6
## 2 5 3 9 11
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] -14.07377 -1.941524 -19.03674 21.15625 -5.320094
## [2,] 18.03067 -5.722017 20.34181 -19.20916 9.621022
##
## [[1]]
## [,1] [,2]
## [1,] 5.119564 0.481559
## [2,] 0.481559 33.340900
##
## [[2]]
## [,1] [,2]
## [1,] 5.097593 -3.843377
## [2,] -3.843377 28.516402
##
## [[3]]
## [,1] [,2]
## [1,] 11.93155 -10.07760
## [2,] -10.07760 17.49259
##
## [[4]]
## [,1] [,2]
## [1,] 25.069955 2.012798
## [2,] 2.012798 10.856429
##
## [[5]]
## [,1] [,2]
## [1,] 309.4744 -448.8762
## [2,] -448.8762 669.0181
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -1.944775 -2.045795 -14.86387 -16.57921 20.89339
## [2,] 6.137885 1.077631 19.48875 22.29181 -17.92815
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 7.253787 -1.234927
## [2,] -1.234927 6.595115
##
## [[2]]
## [,1] [,2]
## [1,] 13.773816 2.763686
## [2,] 2.763686 8.070940
##
## [[3]]
## [,1] [,2]
## [1,] 9.690242 -7.829009
## [2,] -7.829009 96.325512
##
## [[4]]
## [,1] [,2]
## [1,] 14.78645 4.781980
## [2,] 4.78198 8.446947
##
## [[5]]
## [,1] [,2]
## [1,] 8.6035272 0.6152972
## [2,] 0.6152972 12.4051048
##
##
## r 25.64305
## nu 2
## [1] 5 3 5 6 5 6 5 6 3 5 6 5 6 3 6 6 6 4 4 3 6 5 2 3 6 5 6 5 2 4
##
##
## *******************************************************************
## Starting iter: 6500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 6 2 6 5 6 5 6 5 2 6 5 6 5 2 5 5 5 6 6 2 5 6 2 2 5 6 2 6 5 6
##
##
## 2 5 6
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] -21.68030 -2.845844 -8.247481
## [2,] 21.94283 -1.284322 -3.225766
##
## [[1]]
## [,1] [,2]
## [1,] 17.61273 -10.93017
## [2,] -10.93017 17.18289
##
## [[2]]
## [,1] [,2]
## [1,] 41.188604 2.112337
## [2,] 2.112337 5.050436
##
## [[3]]
## [,1] [,2]
## [1,] 1708.346 -1020.1696
## [2,] -1020.170 652.3517
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 1.398830 15.55540 -11.64941
## [2,] -5.420973 -17.48472 16.76173
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 30.03804 -14.50311
## [2,] -14.50311 30.56382
##
## [[2]]
## [,1] [,2]
## [1,] 62.07284 -28.15209
## [2,] -28.15209 41.81234
##
## [[3]]
## [,1] [,2]
## [1,] 91.71346 -30.32822
## [2,] -30.32822 24.27360
##
##
## r 116.5545
## nu 2
## [1] 6 2 6 5 6 5 6 5 2 6 5 6 5 2 5 5 5 6 6 2 5 6 2 2 5 6 2 6 5 6
##
##
## *******************************************************************
## Starting iter: 7000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 6 3 2 3 2 3 2 6 3 2 3 2 6 2 2 2 3 3 6 2 3 6 6 2 3 2 3 6 3
##
##
## 2 3 6
## 11 12 7
##
## [,1] [,2] [,3]
## [1,] 23.83334 -1.488283 -19.00566
## [2,] -20.36202 1.370064 21.34360
##
## [[1]]
## [,1] [,2]
## [1,] 11.567876 -2.907155
## [2,] -2.907155 6.390152
##
## [[2]]
## [,1] [,2]
## [1,] 12.29337250 0.00762106
## [2,] 0.00762106 8.68084284
##
## [[3]]
## [,1] [,2]
## [1,] 3.815973 1.041297
## [2,] 1.041297 7.761556
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 22.78684 -20.18479 -1.2852587
## [2,] -19.17371 19.39211 -0.2544601
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 12.237871 1.759635
## [2,] 1.759635 12.943975
##
## [[2]]
## [,1] [,2]
## [1,] 7.2756973 -0.5381821
## [2,] -0.5381821 11.0927691
##
## [[3]]
## [,1] [,2]
## [1,] 15.359655 9.513062
## [2,] 9.513062 14.020431
##
##
## r 34.10927
## nu 2
## [1] 3 6 3 2 3 2 3 2 6 3 2 3 2 6 2 2 2 3 3 6 2 3 6 6 2 3 2 3 6 3
##
##
## *******************************************************************
## Starting iter: 7500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 5 3 2 3 2 3 2 5 3 2 3 2 5 2 2 2 3 3 5 2 3 5 5 2 3 2 3 5 3
##
##
## 2 3 5
## 11 12 7
##
## [,1] [,2] [,3]
## [1,] -2.7193491 20.53930 -18.07603
## [2,] -0.9019718 -19.10009 21.57258
##
## [[1]]
## [,1] [,2]
## [1,] 10.494100 1.688245
## [2,] 1.688245 7.772692
##
## [[2]]
## [,1] [,2]
## [1,] 13.51012 -8.45786
## [2,] -8.45786 27.22353
##
## [[3]]
## [,1] [,2]
## [1,] 6.952932 2.982198
## [2,] 2.982198 14.675483
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 22.17494 -16.97488 -1.6518520
## [2,] -17.73718 19.72462 0.3107376
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 15.58239726 -0.01506462
## [2,] -0.01506462 6.29286538
##
## [[2]]
## [,1] [,2]
## [1,] 6.5062621 -0.7008868
## [2,] -0.7008868 30.5269215
##
## [[3]]
## [,1] [,2]
## [1,] 13.11741822 -0.05368573
## [2,] -0.05368573 12.13128425
##
##
## r 447.1144
## nu 2
## [1] 3 5 3 2 3 2 3 2 5 3 2 3 2 5 2 2 2 3 3 5 2 3 5 5 2 3 2 3 5 3
##
##
## *******************************************************************
## Starting iter: 8000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 2 5 2 3 2 3 2 3 5 2 3 2 3 5 3 3 3 2 2 5 3 2 5 5 3 2 3 2 5 2
##
##
## 2 3 5
## 12 11 7
##
## [,1] [,2] [,3]
## [1,] -2.3147394 -19.5641 21.33543
## [2,] 0.1963962 20.1896 -18.40810
##
## [[1]]
## [,1] [,2]
## [1,] 16.76857 2.23533
## [2,] 2.23533 7.26658
##
## [[2]]
## [,1] [,2]
## [1,] 4.8051177 -0.1865824
## [2,] -0.1865824 6.8457169
##
## [[3]]
## [,1] [,2]
## [1,] 15.092820 3.959858
## [2,] 3.959858 13.947254
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -17.89614 21.14121 -2.078628
## [2,] 21.43960 -19.79215 -3.407190
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 10.694650 2.707409
## [2,] 2.707409 9.629712
##
## [[2]]
## [,1] [,2]
## [1,] 14.96749 1.500090
## [2,] 1.50009 4.109638
##
## [[3]]
## [,1] [,2]
## [1,] 11.040475 6.726522
## [2,] 6.726522 15.657410
##
##
## r 158.6392
## nu 2
## [1] 2 5 2 3 2 3 2 3 5 2 3 2 3 5 3 3 3 2 2 5 3 2 5 5 3 2 3 2 5 2
##
##
## *******************************************************************
## Starting iter: 8500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 2 3 2 5 2 5 2 5 3 2 5 2 5 3 5 5 5 2 2 3 5 2 3 3 5 2 5 2 3 2
##
##
## 2 3 5
## 12 7 11
##
## [,1] [,2] [,3]
## [1,] 20.42763 -20.04276 -4.2898355
## [2,] -21.85829 20.43580 0.3516228
##
## [[1]]
## [,1] [,2]
## [1,] 11.1964717 0.8529023
## [2,] 0.8529023 25.7029539
##
## [[2]]
## [,1] [,2]
## [1,] 7.885194 1.90364
## [2,] 1.903640 11.77637
##
## [[3]]
## [,1] [,2]
## [1,] 36.88328 -11.16588
## [2,] -11.16588 26.73990
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -16.39902 -0.9616411 17.65945
## [2,] 18.58532 -1.4285593 -16.44540
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 12.029947 -3.895812
## [2,] -3.895812 15.168326
##
## [[2]]
## [,1] [,2]
## [1,] 27.40296 16.35712
## [2,] 16.35712 16.06803
##
## [[3]]
## [,1] [,2]
## [1,] 43.05508 -24.90864
## [2,] -24.90864 83.49555
##
##
## r 60.04981
## nu 2
## [1] 2 3 2 5 2 5 2 5 3 2 5 2 5 3 5 5 5 2 2 3 5 2 3 3 5 2 5 2 3 2
##
##
## *******************************************************************
## Starting iter: 9000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 4 2 4 3 4 3 4 3 2 4 3 4 3 2 3 3 3 4 4 2 3 4 2 2 3 4 3 4 2 4
##
##
## 2 3 4
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] -19.00135 0.1505662 22.50902
## [2,] 22.26461 1.0632580 -18.87907
##
## [[1]]
## [,1] [,2]
## [1,] 4.7675050 0.3789079
## [2,] 0.3789079 9.9788220
##
## [[2]]
## [,1] [,2]
## [1,] 9.371528 5.042087
## [2,] 5.042087 6.980690
##
## [[3]]
## [,1] [,2]
## [1,] 7.7840684 0.1385082
## [2,] 0.1385082 5.6642835
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -1.749283 20.03009 -19.91552
## [2,] 1.465350 -18.79222 19.83897
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 11.476473 4.483007
## [2,] 4.483007 15.385072
##
## [[2]]
## [,1] [,2]
## [1,] 9.7357898 0.3199163
## [2,] 0.3199163 6.7459855
##
## [[3]]
## [,1] [,2]
## [1,] 2.807267 2.321146
## [2,] 2.321146 14.003270
##
##
## r 363.7336
## nu 2
## [1] 4 2 4 3 4 3 4 3 2 4 3 4 3 2 3 3 3 4 4 2 3 4 2 2 3 4 3 4 2 4
##
##
## *******************************************************************
## Starting iter: 9500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 2 3 2 4 2 4 2 4 3 2 4 2 4 3 4 4 4 2 2 3 4 2 3 3 4 2 4 2 3 2
##
##
## 2 3 4
## 12 7 11
##
## [,1] [,2] [,3]
## [1,] 26.43742 -19.16969 -2.0168090
## [2,] -19.65271 18.74923 -0.4597433
##
## [[1]]
## [,1] [,2]
## [1,] 23.6255443 -0.4322147
## [2,] -0.4322147 7.5248219
##
## [[2]]
## [,1] [,2]
## [1,] 5.820766 5.545499
## [2,] 5.545499 40.459229
##
## [[3]]
## [,1] [,2]
## [1,] 14.2216248 -0.5703153
## [2,] -0.5703153 10.8034844
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -17.37655 -2.2429353 21.49380
## [2,] 19.76198 -0.6824552 -20.17466
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 10.740775 9.024199
## [2,] 9.024199 31.723924
##
## [[2]]
## [,1] [,2]
## [1,] 5.935382 2.134805
## [2,] 2.134805 8.530627
##
## [[3]]
## [,1] [,2]
## [1,] 14.800686 2.052666
## [2,] 2.052666 8.018622
##
##
## r 48.0408
## nu 2
## [1] 2 3 2 4 2 4 2 4 3 2 4 2 4 3 4 4 4 2 2 3 4 2 3 3 4 2 4 2 3 2
##
##
## *******************************************************************
## Starting iter: 10000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 4 3 2 3 2 3 2 4 3 2 3 2 4 2 2 2 3 3 4 2 3 4 4 2 3 2 3 4 3
##
##
## 2 3 4
## 11 12 7
##
## [,1] [,2] [,3]
## [1,] -1.793373 21.61600 -19.30355
## [2,] -1.415402 -19.90988 19.89170
##
## [[1]]
## [,1] [,2]
## [1,] 8.625531 3.167511
## [2,] 3.167511 8.996350
##
## [[2]]
## [,1] [,2]
## [1,] 13.919539 -1.086466
## [2,] -1.086466 9.802514
##
## [[3]]
## [,1] [,2]
## [1,] 7.443496 1.869583
## [2,] 1.869583 8.361482
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 23.08869 -18.42876 -1.6926379
## [2,] -17.60048 21.23516 0.5026919
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 41.547007 -4.551873
## [2,] -4.551873 18.619644
##
## [[2]]
## [,1] [,2]
## [1,] 4.485814 1.714352
## [2,] 1.714352 27.188788
##
## [[3]]
## [,1] [,2]
## [1,] 5.8049449 -0.8670192
## [2,] -0.8670192 3.6342753
##
##
## r 214.7384
## nu 2
## [1] 3 4 3 2 3 2 3 2 4 3 2 3 2 4 2 2 2 3 3 4 2 3 4 4 2 3 2 3 4 3
end_run = Sys.time()
difftime(time1 = end_run, time2 = start_run)## Time difference of 9.602403 minssaveRDS(object = ex1, file = "../MCMC_Runs/conjUVVsamp_wellsep_nu2_g1_h50_rvaries_noSM.rds")
table(ex1$k)##
## 1 2 3 4 5 6 7 8
## 8 29 7240 1989 596 113 18 7# traceplot for number of components k.
make_k_traceplot(k = ex1$k, group_assign = ex1$group_assign)
summary(ex1$extra_params[1:n_iter,"r"])## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 9.485 60.730 100.491 174.497 176.350 17222.909with split-merge step
# sample
set.seed(516)
n_iter = 10^4
start_run = Sys.time()
mu0 = matrix(round((colMeans(matrix(unlist(y), ncol = 2))),0), ncol = 1)
print(mu0)## [,1]
## [1,] 1
## [2,] 0ex1 = MVN_CRP_sampler_UVV(S = n_iter, y = y, alpha = 1, r = 10,
g = 1, h = 50,
nu_hyperprior = FALSE, fix_r = FALSE,
mu0 = mu0, nu = 2,
lambda0 = diag(x = 10, nrow = 2),
k_init = 1, diag_weights = FALSE,
verbose = TRUE, print_iter = 500,
split_merge = TRUE, sm_iter = 5)##
##
## *******************************************************************
## Starting iter: 500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 3 1 2 1 2 1 2 3 1 2 1 2 3 2 2 2 1 1 3 2 1 3 3 2 1 2 1 3 1
##
##
## 1 2 3
## 12 11 7
##
## [,1] [,2] [,3]
## [1,] -2.401227 -20.50492 22.08554
## [2,] -1.607055 22.09585 -19.82703
##
## [[1]]
## [,1] [,2]
## [1,] 10.741855 1.917737
## [2,] 1.917737 6.252405
##
## [[2]]
## [,1] [,2]
## [1,] 16.061299 -7.944668
## [2,] -7.944668 24.570935
##
## [[3]]
## [,1] [,2]
## [1,] 34.961799243 0.009968358
## [2,] 0.009968358 6.545215095
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -18.53263 23.88758 -1.9776269
## [2,] 20.09271 -20.17774 -0.9885344
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 2.816957 1.21419
## [2,] 1.214190 8.50154
##
## [[2]]
## [,1] [,2]
## [1,] 18.028068 -5.936702
## [2,] -5.936702 14.535574
##
## [[3]]
## [,1] [,2]
## [1,] 7.8390041 0.7302862
## [2,] 0.7302862 3.7863858
##
##
## r 50.42161
## nu 2
## [1] 1 3 1 2 1 2 1 2 3 1 2 1 2 3 2 2 2 1 1 3 2 1 3 3 2 1 2 1 3 1
##
##
## *******************************************************************
## Starting iter: 1000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 3 1 2 1 2 1 2 3 1 2 1 2 3 2 2 2 1 1 3 2 1 3 3 2 1 2 1 3 1
##
##
## 1 2 3
## 12 11 7
##
## [,1] [,2] [,3]
## [1,] -1.792550 -20.35954 21.17217
## [2,] 1.777306 21.53337 -19.32313
##
## [[1]]
## [,1] [,2]
## [1,] 9.289765 -2.517122
## [2,] -2.517122 9.640175
##
## [[2]]
## [,1] [,2]
## [1,] 5.147715 6.061173
## [2,] 6.061173 26.009204
##
## [[3]]
## [,1] [,2]
## [1,] 10.2493769 -0.1951987
## [2,] -0.1951987 11.5621115
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -19.05632 23.26331 -2.1253709
## [2,] 20.50856 -15.63410 -0.8804756
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 4.3243036 0.6433106
## [2,] 0.6433106 14.5387305
##
## [[2]]
## [,1] [,2]
## [1,] 14.7125375 0.5186576
## [2,] 0.5186576 28.4090691
##
## [[3]]
## [,1] [,2]
## [1,] 11.165444 4.391379
## [2,] 4.391379 5.812092
##
##
## r 164.4416
## nu 2
## [1] 1 3 1 2 1 2 1 2 3 1 2 1 2 3 2 2 2 1 1 3 2 1 3 3 2 1 2 1 3 1
##
##
## *******************************************************************
## Starting iter: 1500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 2 1 2 3 2 3 2 3 1 2 3 2 3 1 3 3 3 2 2 1 3 2 1 1 3 2 3 2 1 2
##
##
## 1 2 3
## 7 12 11
##
## [,1] [,2] [,3]
## [1,] 19.77592 -1.575487 -18.91157
## [2,] -19.80150 -1.585875 19.49938
##
## [[1]]
## [,1] [,2]
## [1,] 9.8841051 -0.6400723
## [2,] -0.6400723 6.6633846
##
## [[2]]
## [,1] [,2]
## [1,] 16.388587 4.090699
## [2,] 4.090699 7.878560
##
## [[3]]
## [,1] [,2]
## [1,] 5.720320 0.425661
## [2,] 0.425661 6.828447
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -2.3481787 -20.29607 21.13569
## [2,] -0.4116013 20.56057 -17.65017
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 9.571484 4.568020
## [2,] 4.568020 5.807865
##
## [[2]]
## [,1] [,2]
## [1,] 8.491568 -2.350469
## [2,] -2.350469 8.821874
##
## [[3]]
## [,1] [,2]
## [1,] 6.510169 1.584375
## [2,] 1.584375 7.366668
##
##
## r 63.98999
## nu 2
## [1] 2 1 2 3 2 3 2 3 1 2 3 2 3 1 3 3 3 2 2 1 3 2 1 1 3 2 3 2 1 2
##
##
## *******************************************************************
## Starting iter: 2000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 2 3 1 3 1 3 1 2 3 1 3 1 2 1 1 1 3 3 2 1 3 2 2 1 3 1 3 2 3
##
##
## 1 2 3
## 11 7 12
##
## [,1] [,2] [,3]
## [1,] -17.76591 21.20914 -1.3001120
## [2,] 18.92211 -19.68145 0.9439367
##
## [[1]]
## [,1] [,2]
## [1,] 4.4229224 -0.4695524
## [2,] -0.4695524 12.3311519
##
## [[2]]
## [,1] [,2]
## [1,] 11.7852770 0.3112045
## [2,] 0.3112045 5.1012821
##
## [[3]]
## [,1] [,2]
## [1,] 14.4191535 0.1328191
## [2,] 0.1328191 14.4592793
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 20.8616 -0.9740687 -20.63283
## [2,] -19.5985 -0.8985807 20.53351
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 13.474098 6.370413
## [2,] 6.370413 10.455586
##
## [[2]]
## [,1] [,2]
## [1,] 16.44620672 -0.08296578
## [2,] -0.08296578 11.33600973
##
## [[3]]
## [,1] [,2]
## [1,] 12.776242 2.941674
## [2,] 2.941674 7.329925
##
##
## r 369.9413
## nu 2
## [1] 3 2 3 1 3 1 3 1 2 3 1 3 1 2 1 1 1 3 3 2 1 3 2 2 1 3 1 3 2 3
##
##
## *******************************************************************
## Starting iter: 2500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 1 6 1 5 1 5 1 4 6 1 4 1 4 6 4 4 4 1 1 6 4 1 6 6 4 1 4 1 6 1
##
##
## 1 4 5 6
## 12 9 2 7
##
## [,1] [,2] [,3] [,4]
## [1,] -3.830516 23.23023 19.80237 -18.77023
## [2,] -1.457608 -14.23150 -19.33085 19.21795
##
## [[1]]
## [,1] [,2]
## [1,] 11.441033 8.359209
## [2,] 8.359209 23.162932
##
## [[2]]
## [,1] [,2]
## [1,] 9.120622 1.072535
## [2,] 1.072535 6.231805
##
## [[3]]
## [,1] [,2]
## [1,] 10.79763 -6.534970
## [2,] -6.53497 7.808813
##
## [[4]]
## [,1] [,2]
## [1,] 4.756703 -3.847577
## [2,] -3.847577 19.374031
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -19.71498 20.96818 18.30680 -2.87620
## [2,] 21.85926 -20.74740 -11.86853 2.46546
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 6.592885 4.609177
## [2,] 4.609177 15.661652
##
## [[2]]
## [,1] [,2]
## [1,] 17.010108 7.293497
## [2,] 7.293497 9.670010
##
## [[3]]
## [,1] [,2]
## [1,] 33.97608 -15.82382
## [2,] -15.82382 11.84442
##
## [[4]]
## [,1] [,2]
## [1,] 14.887518 8.665927
## [2,] 8.665927 15.192547
##
##
## r 97.05376
## nu 2
## [1] 1 6 1 5 1 5 1 4 6 1 4 1 4 6 4 4 4 1 1 6 4 1 6 6 4 1 4 1 6 1
##
##
## *******************************************************************
## Starting iter: 3000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 4 2 7 2 3 2 7 4 2 7 2 7 4 3 7 7 2 2 4 3 2 4 4 3 2 3 2 4 2
##
##
## 2 3 4 7
## 12 5 7 6
##
## [,1] [,2] [,3] [,4]
## [1,] 23.07225 -18.15696 21.66921 -0.9000812
## [2,] -19.59212 21.05852 -16.88218 0.3013054
##
## [[1]]
## [,1] [,2]
## [1,] 9.996771 7.351637
## [2,] 7.351637 12.796962
##
## [[2]]
## [,1] [,2]
## [1,] 9.059417 3.520504
## [2,] 3.520504 10.290807
##
## [[3]]
## [,1] [,2]
## [1,] 13.16398 -2.531840
## [2,] -2.53184 9.206852
##
## [[4]]
## [,1] [,2]
## [1,] 9.39108353 0.05475876
## [2,] 0.05475876 3.55360071
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -18.77728 20.61723 -2.7965599 20.51133
## [2,] 21.23074 -17.17242 0.2548383 -19.12128
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 4.990478 2.652866
## [2,] 2.652866 14.572416
##
## [[2]]
## [,1] [,2]
## [1,] 36.460207 1.841024
## [2,] 1.841024 4.644296
##
## [[3]]
## [,1] [,2]
## [1,] 10.136209 4.874965
## [2,] 4.874965 5.640612
##
## [[4]]
## [,1] [,2]
## [1,] 3.2118763 -0.6943704
## [2,] -0.6943704 7.3819928
##
##
## r 53.4643
## nu 2
## [1] 2 4 2 7 2 3 2 7 4 2 7 2 7 4 3 7 7 2 2 4 3 2 4 4 3 2 3 2 4 2
##
##
## *******************************************************************
## Starting iter: 3500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 4 1 5 1 5 1 5 4 1 5 1 5 4 5 5 5 1 1 4 5 1 4 4 5 1 5 1 4 1
##
##
## 1 4 5
## 12 7 11
##
## [,1] [,2] [,3]
## [1,] 20.56097 -18.44757 -1.94347958
## [2,] -18.57641 20.64794 -0.08056394
##
## [[1]]
## [,1] [,2]
## [1,] 11.765776 -2.312123
## [2,] -2.312123 12.200897
##
## [[2]]
## [,1] [,2]
## [1,] 3.888361 2.968073
## [2,] 2.968073 12.822396
##
## [[3]]
## [,1] [,2]
## [1,] 10.982752 3.165236
## [2,] 3.165236 5.533190
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -19.68553 -0.554704 20.43912
## [2,] 21.53497 1.048706 -19.36300
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.336404 2.658961
## [2,] 2.658961 10.469523
##
## [[2]]
## [,1] [,2]
## [1,] 8.423767 5.079844
## [2,] 5.079844 9.016097
##
## [[3]]
## [,1] [,2]
## [1,] 13.5370983 0.7589568
## [2,] 0.7589568 8.0727937
##
##
## r 86.84467
## nu 2
## [1] 1 4 1 5 1 5 1 5 4 1 5 1 5 4 5 5 5 1 1 4 5 1 4 4 5 1 5 1 4 1
##
##
## *******************************************************************
## Starting iter: 4000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 5 6 5 7 5 6 5 6 1 6 7 6 6 6 6 6 6 5 5 1 6 5 1 1 7 5 6 5 1 6
##
##
## 1 5 6 7
## 5 9 13 3
##
## [,1] [,2] [,3] [,4]
## [1,] -14.42329 20.65154 -2.065599 4.233438
## [2,] 17.54773 -13.53582 1.643366 -4.211798
##
## [[1]]
## [,1] [,2]
## [1,] 10.128409 -5.888619
## [2,] -5.888619 11.852830
##
## [[2]]
## [,1] [,2]
## [1,] 21.59081 -12.25971
## [2,] -12.25971 14.32521
##
## [[3]]
## [,1] [,2]
## [1,] 6.993653 4.582209
## [2,] 4.582209 7.854762
##
## [[4]]
## [,1] [,2]
## [1,] 189.8796 -177.3638
## [2,] -177.3638 175.5883
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -2.300513 -18.14331 8.183842 27.29242
## [2,] 1.423085 22.14006 -7.876374 -22.36581
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 6.744031 8.015992
## [2,] 8.015992 17.643982
##
## [[2]]
## [,1] [,2]
## [1,] 4.832062 -1.293936
## [2,] -1.293936 6.551150
##
## [[3]]
## [,1] [,2]
## [1,] 258.8164 -261.1121
## [2,] -261.1121 278.7949
##
## [[4]]
## [,1] [,2]
## [1,] 24.61675 -43.41208
## [2,] -43.41208 84.38780
##
##
## r 65.49937
## nu 2
## [1] 5 6 5 7 5 6 5 6 1 6 7 6 6 6 6 6 6 5 5 1 6 5 1 1 7 5 6 5 1 6
##
##
## *******************************************************************
## Starting iter: 4500
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 1 4 1 2 1 2 1 6 4 1 2 1 6 4 6 6 6 1 1 4 6 8 4 4 2 1 6 1 4 1
##
##
## 1 2 4 6 8
## 11 4 7 7 1
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] -2.739674 18.85663 -20.4409 21.16959 -20.93917
## [2,] -1.516638 -21.34710 19.6608 -16.19282 18.60597
##
## [[1]]
## [,1] [,2]
## [1,] 5.876204 1.926062
## [2,] 1.926062 4.228578
##
## [[2]]
## [,1] [,2]
## [1,] 9.594322 1.216185
## [2,] 1.216185 2.744108
##
## [[3]]
## [,1] [,2]
## [1,] 6.9180609 0.4614553
## [2,] 0.4614553 10.9298300
##
## [[4]]
## [,1] [,2]
## [1,] 47.48958 -13.515955
## [2,] -13.51596 8.325833
##
## [[5]]
## [,1] [,2]
## [1,] 5.771043 -2.248482
## [2,] -2.248482 2.313467
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -19.38297 22.53759 -2.7676163 18.86153 -21.09369
## [2,] 20.67109 -18.05849 0.1693377 -19.42464 15.96260
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.0341307 0.7627726
## [2,] 0.7627726 8.6722064
##
## [[2]]
## [,1] [,2]
## [1,] 5.094777 -1.160404
## [2,] -1.160404 6.335351
##
## [[3]]
## [,1] [,2]
## [1,] 6.1322642 -0.7492659
## [2,] -0.7492659 8.9004814
##
## [[4]]
## [,1] [,2]
## [1,] 9.561387 -5.629792
## [2,] -5.629792 14.838229
##
## [[5]]
## [,1] [,2]
## [1,] 21.817533 1.027309
## [2,] 1.027309 8.468325
##
##
## r 82.04913
## nu 2
## [1] 1 4 1 2 1 2 1 6 4 1 2 1 6 4 6 6 6 1 1 4 6 8 4 4 2 1 6 1 4 1
##
##
## *******************************************************************
## Starting iter: 5000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 4 2 4 1 4 1 4 1 2 4 1 4 1 2 1 1 1 4 4 2 1 4 2 2 1 4 1 4 2 4
##
##
## 1 2 4
## 11 7 12
##
## [,1] [,2] [,3]
## [1,] -2.948271 -18.67847 20.43556
## [2,] 1.388098 21.28075 -18.62945
##
## [[1]]
## [,1] [,2]
## [1,] 9.350538 4.671781
## [2,] 4.671781 15.947243
##
## [[2]]
## [,1] [,2]
## [1,] 4.192146 2.683736
## [2,] 2.683736 8.444008
##
## [[3]]
## [,1] [,2]
## [1,] 6.678501 1.435586
## [2,] 1.435586 14.676223
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 20.57878 -3.0403689 -19.99390
## [2,] -20.48780 -0.2026115 20.45734
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.879513 -2.793388
## [2,] -2.793388 14.004963
##
## [[2]]
## [,1] [,2]
## [1,] 7.263299 1.400326
## [2,] 1.400326 5.497725
##
## [[3]]
## [,1] [,2]
## [1,] 4.989786 -1.162521
## [2,] -1.162521 18.874351
##
##
## r 141.7879
## nu 2
## [1] 4 2 4 1 4 1 4 1 2 4 1 4 1 2 1 1 1 4 4 2 1 4 2 2 1 4 1 4 2 4
##
##
## *******************************************************************
## Starting iter: 5500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 1 2 4 2 4 2 4 1 2 4 2 4 1 6 4 4 2 2 1 4 2 1 1 4 2 4 2 1 2
##
##
## 1 2 4 6
## 7 12 10 1
##
## [,1] [,2] [,3] [,4]
## [1,] -20.76292 22.62386 -2.176892 55.97259
## [2,] 21.69369 -19.35136 -1.269438 77.30551
##
## [[1]]
## [,1] [,2]
## [1,] 5.574921 -0.748128
## [2,] -0.748128 23.612255
##
## [[2]]
## [,1] [,2]
## [1,] 4.982565 2.744437
## [2,] 2.744437 10.837440
##
## [[3]]
## [,1] [,2]
## [1,] 8.557431 1.513617
## [2,] 1.513617 2.976630
##
## [[4]]
## [,1] [,2]
## [1,] 1043.659 2367.111
## [2,] 2367.111 5382.290
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -2.501520 -19.43036 23.12594 72.69462
## [2,] 1.782851 20.37137 -19.17407 115.83316
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 34.60110 20.30892
## [2,] 20.30892 27.28787
##
## [[2]]
## [,1] [,2]
## [1,] 3.475982 1.022036
## [2,] 1.022036 9.333196
##
## [[3]]
## [,1] [,2]
## [1,] 7.1703367 -0.4845136
## [2,] -0.4845136 14.3960094
##
## [[4]]
## [,1] [,2]
## [1,] 2739.576 5993.184
## [2,] 5993.184 13153.054
##
##
## r 79.24974
## nu 2
## [1] 2 1 2 4 2 4 2 4 1 2 4 2 4 1 6 4 4 2 2 1 4 2 1 1 4 2 4 2 1 2
##
##
## *******************************************************************
## Starting iter: 6000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 4 1 2 1 2 1 2 4 1 2 1 2 4 2 2 2 1 1 4 2 1 4 4 2 1 2 1 4 1
##
##
## 1 2 4
## 12 11 7
##
## [,1] [,2] [,3]
## [1,] 19.63379 -1.617108 -19.09528
## [2,] -19.50615 -2.445445 19.00999
##
## [[1]]
## [,1] [,2]
## [1,] 7.903467 2.801674
## [2,] 2.801674 12.078849
##
## [[2]]
## [,1] [,2]
## [1,] 66.38459 26.86893
## [2,] 26.86893 15.70562
##
## [[3]]
## [,1] [,2]
## [1,] 6.704198 3.650662
## [2,] 3.650662 15.896781
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -18.42207 19.14643 -2.796580
## [2,] 22.30660 -20.46480 -2.542667
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 4.9217210 0.6293341
## [2,] 0.6293341 11.0339727
##
## [[2]]
## [,1] [,2]
## [1,] 31.541095 1.594338
## [2,] 1.594338 9.113215
##
## [[3]]
## [,1] [,2]
## [1,] 21.641945 6.076026
## [2,] 6.076026 7.520909
##
##
## r 48.90705
## nu 2
## [1] 1 4 1 2 1 2 1 2 4 1 2 1 2 4 2 2 2 1 1 4 2 1 4 4 2 1 2 1 4 1
##
##
## *******************************************************************
## Starting iter: 6500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] -19.07602 24.09153 -1.038404
## [2,] 21.42646 -19.56889 -2.291480
##
## [[1]]
## [,1] [,2]
## [1,] 6.60952765 0.01606684
## [2,] 0.01606684 8.85821807
##
## [[2]]
## [,1] [,2]
## [1,] 37.040622 8.061439
## [2,] 8.061439 11.176168
##
## [[3]]
## [,1] [,2]
## [1,] 15.217740 1.787648
## [2,] 1.787648 11.125164
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -2.546374 21.03114 -19.26155
## [2,] -1.431796 -18.99718 19.94221
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 20.8616063 0.8413693
## [2,] 0.8413693 3.5538381
##
## [[2]]
## [,1] [,2]
## [1,] 8.507875 3.183477
## [2,] 3.183477 8.502575
##
## [[3]]
## [,1] [,2]
## [1,] 4.001607 1.04982
## [2,] 1.049820 12.55166
##
##
## r 713.9722
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 7000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 1 8 1 7 1 7 1 7 8 1 7 1 7 8 7 7 7 1 3 8 7 1 8 8 7 1 7 3 8 1
##
##
## 1 3 7 8
## 10 2 11 7
##
## [,1] [,2] [,3] [,4]
## [1,] -1.7896674 -19.31727 21.72183 -15.63580
## [2,] 0.2577863 20.45243 -19.27602 25.82999
##
## [[1]]
## [,1] [,2]
## [1,] 6.688898 3.127998
## [2,] 3.127998 10.400736
##
## [[2]]
## [,1] [,2]
## [1,] 49.35538 15.84272
## [2,] 15.84272 13.64633
##
## [[3]]
## [,1] [,2]
## [1,] 20.031990 -2.098266
## [2,] -2.098266 13.720075
##
## [[4]]
## [,1] [,2]
## [1,] 5.201981 5.238844
## [2,] 5.238844 18.047850
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -18.73042 -22.53897 22.27319 -1.138113
## [2,] 17.65211 27.38159 -17.96472 1.076128
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.1257933 0.9834874
## [2,] 0.9834874 10.5056474
##
## [[2]]
## [,1] [,2]
## [1,] 206.79439 -71.22363
## [2,] -71.22363 28.94480
##
## [[3]]
## [,1] [,2]
## [1,] 12.77489 2.86305
## [2,] 2.86305 10.71551
##
## [[4]]
## [,1] [,2]
## [1,] 24.19671 2.611340
## [2,] 2.61134 2.700886
##
##
## r 80.99154
## nu 2
## [1] 1 8 1 7 1 7 1 7 8 1 7 1 7 8 7 7 7 1 3 8 7 1 8 8 7 1 7 3 8 1
##
##
## *******************************************************************
## Starting iter: 7500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 2 3 6 3 6 3 4 2 3 4 3 4 2 4 4 6 3 3 2 6 3 2 2 4 3 4 3 2 3
##
##
## 2 3 4 6
## 7 12 7 4
##
## [,1] [,2] [,3] [,4]
## [1,] 24.35886 20.96771 -18.07534 -2.5339185
## [2,] -20.41219 -19.42146 20.27787 0.4693148
##
## [[1]]
## [,1] [,2]
## [1,] 18.423636 -3.650966
## [2,] -3.650966 20.604675
##
## [[2]]
## [,1] [,2]
## [1,] 12.1677667 0.7383127
## [2,] 0.7383127 2.8843563
##
## [[3]]
## [,1] [,2]
## [1,] 8.504183 2.005553
## [2,] 2.005553 6.198361
##
## [[4]]
## [,1] [,2]
## [1,] 47.28887 -10.408042
## [2,] -10.40804 8.735748
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -0.1160535 -19.34143 21.26172 21.29225
## [2,] -2.0827767 20.46427 -19.81881 -18.00871
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 27.618569 -1.817599
## [2,] -1.817599 10.993104
##
## [[2]]
## [,1] [,2]
## [1,] 9.9399207 0.3583482
## [2,] 0.3583482 6.9061720
##
## [[3]]
## [,1] [,2]
## [1,] 26.237923 -4.261039
## [2,] -4.261039 9.171425
##
## [[4]]
## [,1] [,2]
## [1,] 5.311638 -6.669578
## [2,] -6.669578 136.029097
##
##
## r 76.81191
## nu 2
## [1] 3 2 3 6 3 6 3 4 2 3 4 3 4 2 4 4 6 3 3 2 6 3 2 2 4 3 4 3 2 3
##
##
## *******************************************************************
## Starting iter: 8000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 21.55039 -2.45441023 -18.74818
## [2,] -18.74185 -0.07700242 19.93164
##
## [[1]]
## [,1] [,2]
## [1,] 21.259653 5.824111
## [2,] 5.824111 8.573010
##
## [[2]]
## [,1] [,2]
## [1,] 23.939119 8.965579
## [2,] 8.965579 10.543568
##
## [[3]]
## [,1] [,2]
## [1,] 6.778913 2.296816
## [2,] 2.296816 11.718829
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -3.3216443 22.28296 -19.29432
## [2,] 0.9008989 -18.09519 20.05142
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 16.0063472 0.4775294
## [2,] 0.4775294 7.3574628
##
## [[2]]
## [,1] [,2]
## [1,] 11.3249882 -0.9754013
## [2,] -0.9754013 23.2553166
##
## [[3]]
## [,1] [,2]
## [1,] 5.55903 1.713400
## [2,] 1.71340 5.252918
##
##
## r 259.8682
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 8500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.51352 -1.9932148 -19.08915
## [2,] -19.82037 0.1279568 21.11711
##
## [[1]]
## [,1] [,2]
## [1,] 7.879155 1.652665
## [2,] 1.652665 7.083061
##
## [[2]]
## [,1] [,2]
## [1,] 11.20569 13.37660
## [2,] 13.37660 26.84593
##
## [[3]]
## [,1] [,2]
## [1,] 7.3345945 0.3601498
## [2,] 0.3601498 10.2650607
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -2.6059211 21.78994 -18.52078
## [2,] -0.4617065 -18.26566 20.75607
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 13.198438 4.456446
## [2,] 4.456446 6.245924
##
## [[2]]
## [,1] [,2]
## [1,] 13.772729 -1.611918
## [2,] -1.611918 5.034215
##
## [[3]]
## [,1] [,2]
## [1,] 12.455407 9.268398
## [2,] 9.268398 17.326666
##
##
## r 109.832
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 9000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.67445 -2.0416619 -18.30348
## [2,] -18.78646 0.7484177 19.35365
##
## [[1]]
## [,1] [,2]
## [1,] 6.919506 3.237876
## [2,] 3.237876 51.530249
##
## [[2]]
## [,1] [,2]
## [1,] 6.400767 4.051131
## [2,] 4.051131 8.482154
##
## [[3]]
## [,1] [,2]
## [1,] 5.040735 2.213825
## [2,] 2.213825 11.350762
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -0.9048603 22.13160 -18.78270
## [2,] -0.4875065 -19.79305 19.77596
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 24.89456 12.067467
## [2,] 12.06747 9.692732
##
## [[2]]
## [,1] [,2]
## [1,] 13.5175401 0.1942453
## [2,] 0.1942453 9.0244155
##
## [[3]]
## [,1] [,2]
## [1,] 5.628156 1.594782
## [2,] 1.594782 16.273483
##
##
## r 146.7151
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 9500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## 1 2 3
## 7 11 12
##
## [,1] [,2] [,3]
## [1,] 20.44018 -1.6110223 -19.11888
## [2,] -18.44238 -0.3572272 20.85856
##
## [[1]]
## [,1] [,2]
## [1,] 24.513884 -3.729411
## [2,] -3.729411 8.915421
##
## [[2]]
## [,1] [,2]
## [1,] 15.9010085 0.4068361
## [2,] 0.4068361 5.7622730
##
## [[3]]
## [,1] [,2]
## [1,] 4.06265423 0.04046759
## [2,] 0.04046759 11.44487112
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -4.2190318 19.54436 -17.95612
## [2,] 0.9952167 -17.83846 19.04828
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 9.504407 2.017701
## [2,] 2.017701 9.890846
##
## [[2]]
## [,1] [,2]
## [1,] 12.102951 -0.692616
## [2,] -0.692616 11.163039
##
## [[3]]
## [,1] [,2]
## [1,] 5.320690 -2.457053
## [2,] -2.457053 9.103876
##
##
## r 45.74285
## nu 2
## [1] 3 1 3 2 3 2 3 2 1 3 2 3 2 1 2 2 2 3 3 1 2 3 1 1 2 3 2 3 1 3
##
##
## *******************************************************************
## Starting iter: 10000
## *******************************************************************
## End of CRP step
## [1] "Current k = 2"
##
## [1] 4 4 4 2 4 2 4 2 4 4 2 4 2 4 2 2 2 4 4 4 2 4 4 4 2 4 2 4 4 4
##
##
## 2 4
## 11 19
##
## [,1] [,2]
## [1,] 21.02619 -11.59184
## [2,] -18.58674 11.57191
##
## [[1]]
## [,1] [,2]
## [1,] 13.8510515 -0.3455257
## [2,] -0.3455257 8.6053740
##
## [[2]]
## [,1] [,2]
## [1,] 57.59620 -68.29965
## [2,] -68.29965 104.25218
##
##
## After Gibbs step:
## mu
## [,1] [,2]
## [1,] 22.01214 -14.70944
## [2,] -19.75737 13.16120
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 19.385411 -4.848734
## [2,] -4.848734 8.932144
##
## [[2]]
## [,1] [,2]
## [1,] 110.9058 -104.2921
## [2,] -104.2921 124.2790
##
##
## r 42.39401
## nu 2
## [1] 4 4 4 2 4 2 4 2 4 4 2 4 2 4 2 2 2 4 4 4 2 4 4 4 2 4 2 4 4 4
end_run = Sys.time()
difftime(time1 = end_run, time2 = start_run)## Time difference of 11.13578 minssaveRDS(object = ex1, file = "../MCMC_Runs/conjUVVsamp_wellsep_nu2_g1_h50_rvaries_withSM.rds")
table(ex1$k)##
## 1 2 3 4 5 6 7 8
## 9 20 6407 2689 710 147 17 1# traceplot for number of components k.
make_k_traceplot(k = ex1$k, group_assign = ex1$group_assign)
summary(ex1$extra_params[1:n_iter,"r"])## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 9.9 63.3 104.6 228.7 185.0 525318.32D Example - close together
Mixture of 3 multivariate normal densities all with diagonal variance structure and \(\sigma^2 = 10\). The true means are \((10,10)\), \((0,-5)\), , \((12,-2)\), and \((0,10)\), and \(\sum_{j}n_j = 50\).
## # A tibble: 3 × 5
## assign `mean(y1)` `mean(y2)` `var(y1)` `var(y2)`
## <int> <dbl> <dbl> <dbl> <dbl>
## 1 1 -1.11 -5.91 4.04 8.77
## 2 2 -0.310 8.77 2.12 14.1
## 3 3 12.1 2.95 12.0 8.35
without split-merge step
# sample
set.seed(516)
n_iter = 10^4
start_run = Sys.time()
mu0 = matrix(round((colMeans(matrix(unlist(y), ncol = 2))),0), ncol = 1)
print(mu0)## [,1]
## [1,] 3
## [2,] 3ex1 = MVN_CRP_sampler_UVV(S = n_iter, y = y, alpha = 1, r = 10,
g = 1, h = 50,
nu_hyperprior = FALSE, fix_r = FALSE,
mu0 = mu0, nu = 2,
lambda0 = diag(x = 10, nrow = 2),
k_init = 1, diag_weights = FALSE,
verbose = TRUE, print_iter = 500,
split_merge = FALSE)##
##
## *******************************************************************
## Starting iter: 500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 2 2 2 5 2 3 4 2 2 2 2 3 5 4 5 4 3 4 4 4 4 4 3 4 5 2 5 5 4 2 4 3 2 4 5 4 4
## [39] 5 5 2 2 4 2 4 2 2 2 4 5
##
##
## 2 3 4 5
## 17 6 17 10
##
## [,1] [,2] [,3] [,4]
## [1,] -1.966119 14.324523 -0.1032111 6.867721
## [2,] -6.476182 4.065239 8.4408083 4.396411
##
## [[1]]
## [,1] [,2]
## [1,] 6.021761 3.167296
## [2,] 3.167296 11.048756
##
## [[2]]
## [,1] [,2]
## [1,] 9.440901 -3.847550
## [2,] -3.847550 8.599271
##
## [[3]]
## [,1] [,2]
## [1,] 10.389187 4.890875
## [2,] 4.890875 13.098257
##
## [[4]]
## [,1] [,2]
## [1,] 6.428487 -3.728564
## [2,] -3.728564 5.176519
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.593786 11.333206 14.101484 -0.3950654
## [2,] -7.809880 1.016005 3.419101 9.8234034
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.527015 3.954476
## [2,] 3.954476 8.758555
##
## [[2]]
## [,1] [,2]
## [1,] 3.143805 -2.495192
## [2,] -2.495192 10.334019
##
## [[3]]
## [,1] [,2]
## [1,] 7.793392 -3.970949
## [2,] -3.970949 8.029395
##
## [[4]]
## [,1] [,2]
## [1,] 3.711999 1.975685
## [2,] 1.975685 14.789440
##
##
## r 30.7685
## nu 2
## [1] 3 2 2 2 5 2 3 4 2 2 2 2 3 5 4 5 4 3 4 4 4 4 4 3 4 5 2 5 5 4 2 4 3 2 4 5 4 4
## [39] 5 5 2 2 4 2 4 2 2 2 4 5
##
##
## *******************************************************************
## Starting iter: 1000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 4 4 4 1 4 3 2 4 1 4 4 3 1 3 1 3 3 2 3 3 3 2 3 3 1 4 2 1 2 4 2 3 1 3 1 3 2
## [39] 1 1 4 4 3 1 3 4 4 4 2 1
##
##
## 1 2 3 4
## 12 8 16 14
##
## [,1] [,2] [,3] [,4]
## [1,] 12.098780 11.824605 -1.934584 -0.1680558
## [2,] 4.301007 1.579978 -5.376090 4.4430702
##
## [[1]]
## [,1] [,2]
## [1,] 44.91765 -17.21441
## [2,] -17.21441 12.37016
##
## [[2]]
## [,1] [,2]
## [1,] 8.2641718 0.6582901
## [2,] 0.6582901 9.2691676
##
## [[3]]
## [,1] [,2]
## [1,] 5.6876237 -0.3667282
## [2,] -0.3667282 7.7299772
##
## [[4]]
## [,1] [,2]
## [1,] 2.439209 5.181195
## [2,] 5.181195 34.973621
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.431158 11.554417 11.619750 -1.455361
## [2,] 5.207232 4.482119 2.020813 -4.810162
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 2.733586 6.46415
## [2,] 6.464150 63.62358
##
## [[2]]
## [,1] [,2]
## [1,] 33.19278 -15.37011
## [2,] -15.37011 17.67101
##
## [[3]]
## [,1] [,2]
## [1,] 8.5157927 -0.1836343
## [2,] -0.1836343 5.2133875
##
## [[4]]
## [,1] [,2]
## [1,] 3.6494707 0.8098634
## [2,] 0.8098634 5.2295248
##
##
## r 28.6928
## nu 2
## [1] 3 4 4 4 1 4 3 2 4 1 4 4 3 1 3 1 3 3 2 3 3 3 2 3 3 1 4 2 1 2 4 2 3 1 3 1 3 2
## [39] 1 1 4 4 3 1 3 4 4 4 2 1
##
##
## *******************************************************************
## Starting iter: 1500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 2 3 2 3 2 1 1 2 2 2 2 1 3 1 3 1 1 1 1 1 1 1 1 1 3 2 3 3 1 2 1 1 3 1 3 1 1
## [39] 3 3 2 2 1 2 1 2 3 2 1 3
##
##
## 1 2 3
## 23 14 13
##
## [,1] [,2] [,3]
## [1,] -0.4990293 11.116695 -0.9294814
## [2,] 6.7606512 2.716528 -6.7827268
##
## [[1]]
## [,1] [,2]
## [1,] 7.714196 -5.753575
## [2,] -5.753575 33.490668
##
## [[2]]
## [,1] [,2]
## [1,] 12.969466 -1.860659
## [2,] -1.860659 8.877297
##
## [[3]]
## [,1] [,2]
## [1,] 7.585450 3.407205
## [2,] 3.407205 7.173944
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 12.2090242 -1.807157 -0.580974
## [2,] 0.8722253 -5.868112 5.720674
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 12.412975 1.894814
## [2,] 1.894814 12.519249
##
## [[2]]
## [,1] [,2]
## [1,] 4.822259 1.717788
## [2,] 1.717788 13.837129
##
## [[3]]
## [,1] [,2]
## [1,] 2.055518 1.184845
## [2,] 1.184845 17.558520
##
##
## r 40.50276
## nu 2
## [1] 1 2 3 2 3 2 1 1 2 2 2 2 1 3 1 3 1 1 1 1 1 1 1 1 1 3 2 3 3 1 2 1 1 3 1 3 1 1
## [39] 3 3 2 2 1 2 1 2 3 2 1 3
##
##
## *******************************************************************
## Starting iter: 2000
## *******************************************************************
## End of CRP step
## [1] "Current k = 7"
##
## [1] 5 3 4 2 1 2 6 5 2 2 2 2 5 1 6 1 5 6 6 6 5 6 5 6 5 9 3 1 1 6 4 5 6 3 6 1 6 6
## [39] 9 9 3 3 6 2 6 3 6 3 5 1
##
##
## 1 2 3 4 5 6 9
## 7 7 7 2 9 15 3
##
## [,1] [,2] [,3] [,4] [,5] [,6] [,7]
## [1,] -0.3049285 -0.1265988 -2.530571 -0.5176291 -6.772296 11.700084 8.703706
## [2,] -5.7535214 8.7266031 -7.615719 9.5246633 -2.111593 1.745572 4.132527
##
## [[1]]
## [,1] [,2]
## [1,] 3.979466 -2.299370
## [2,] -2.299370 8.430125
##
## [[2]]
## [,1] [,2]
## [1,] 2.709749 2.426992
## [2,] 2.426992 11.798066
##
## [[3]]
## [,1] [,2]
## [1,] 1.8504816 -0.4451463
## [2,] -0.4451463 6.6494968
##
## [[4]]
## [,1] [,2]
## [1,] 1.792743 -1.087914
## [2,] -1.087914 13.180955
##
## [[5]]
## [,1] [,2]
## [1,] 25.997319 2.252332
## [2,] 2.252332 3.941962
##
## [[6]]
## [,1] [,2]
## [1,] 20.403339 4.304542
## [2,] 4.304542 3.529845
##
## [[7]]
## [,1] [,2]
## [1,] 32.385527 -1.895633
## [2,] -1.895633 19.830947
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6] [,7]
## [1,] 0.167548 -2.373022 1.089365 0.9901915 13.228912 12.045497 2.339663
## [2,] 8.430126 -7.022205 -5.147655 0.3061715 3.497284 1.955354 2.894082
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.138027 2.124542
## [2,] 2.124542 8.279406
##
## [[2]]
## [,1] [,2]
## [1,] 4.620606 -1.909477
## [2,] -1.909477 7.248352
##
## [[3]]
## [,1] [,2]
## [1,] 7.759371 -4.031743
## [2,] -4.031743 9.199548
##
## [[4]]
## [,1] [,2]
## [1,] 20.63643 6.74940
## [2,] 6.74940 7.78609
##
## [[5]]
## [,1] [,2]
## [1,] 17.157248 -3.322877
## [2,] -3.322877 14.257796
##
## [[6]]
## [,1] [,2]
## [1,] 14.325212 1.673506
## [2,] 1.673506 2.905842
##
## [[7]]
## [,1] [,2]
## [1,] 7.8051676 -0.7999542
## [2,] -0.7999542 10.3580191
##
##
## r 66.77437
## nu 2
## [1] 5 3 4 2 1 2 6 5 2 2 2 2 5 1 6 1 5 6 6 6 5 6 5 6 5 9 3 1 1 6 4 5 6 3 6 1 6 6
## [39] 9 9 3 3 6 2 6 3 6 3 5 1
##
##
## *******************************************************************
## Starting iter: 2500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 1 1 1 3 1 2 8 1 1 1 1 2 3 2 3 3 8 2 8 2 8 2 8 8 3 1 3 3 2 1 2 2 1 2 3 8 8
## [39] 3 3 1 1 2 1 8 1 1 1 8 3
##
##
## 1 2 3 8
## 17 12 11 10
##
## [,1] [,2] [,3] [,4]
## [1,] 2.316112 -1.063494 13.248357 12.018388
## [2,] 9.206286 -5.322498 4.617707 1.561422
##
## [[1]]
## [,1] [,2]
## [1,] 17.368298 4.521131
## [2,] 4.521131 10.188614
##
## [[2]]
## [,1] [,2]
## [1,] 3.94651433 -0.06143469
## [2,] -0.06143469 7.10791899
##
## [[3]]
## [,1] [,2]
## [1,] 12.982799 8.266628
## [2,] 8.266628 21.245672
##
## [[4]]
## [,1] [,2]
## [1,] 10.664319 -1.866118
## [2,] -1.866118 22.919188
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.686421 12.077424 -0.6535825 12.229114
## [2,] -5.454415 2.056817 9.9210170 6.219996
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.296406 1.486562
## [2,] 1.486562 14.727552
##
## [[2]]
## [,1] [,2]
## [1,] 18.61880585 -0.02242887
## [2,] -0.02242887 3.36950854
##
## [[3]]
## [,1] [,2]
## [1,] 16.113338 1.767392
## [2,] 1.767392 10.775671
##
## [[4]]
## [,1] [,2]
## [1,] 8.323908 -0.601676
## [2,] -0.601676 7.075987
##
##
## r 67.16525
## nu 2
## [1] 2 1 1 1 3 1 2 8 1 1 1 1 2 3 2 3 3 8 2 8 2 8 2 8 8 3 1 3 3 2 1 2 2 1 2 3 8 8
## [39] 3 3 1 1 2 1 8 1 1 1 8 3
##
##
## *******************************************************************
## Starting iter: 3000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 1 3 1 3 1 2 2 1 1 1 1 2 3 2 3 2 4 2 4 2 4 4 2 2 3 3 2 3 4 1 4 4 3 2 3 4 2
## [39] 3 3 1 1 4 1 2 1 1 1 2 3
##
##
## 1 2 3 4
## 14 15 12 9
##
## [,1] [,2] [,3] [,4]
## [1,] 0.121343 -0.04778083 12.198199 10.967592
## [2,] 6.478405 -8.29718842 3.774161 2.771746
##
## [[1]]
## [,1] [,2]
## [1,] 3.505482 7.271961
## [2,] 7.271961 35.372844
##
## [[2]]
## [,1] [,2]
## [1,] 3.3209476 0.3941052
## [2,] 0.3941052 10.2085120
##
## [[3]]
## [,1] [,2]
## [1,] 6.718349 3.794091
## [2,] 3.794091 5.140341
##
## [[4]]
## [,1] [,2]
## [1,] 20.128726 -3.460844
## [2,] -3.460844 12.369196
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -0.8195417 11.209053 -1.413640 11.406122
## [2,] -6.2236449 4.231754 6.196572 3.508026
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.881107 1.870452
## [2,] 1.870452 5.738221
##
## [[2]]
## [,1] [,2]
## [1,] 20.098431 -7.828032
## [2,] -7.828032 11.703471
##
## [[3]]
## [,1] [,2]
## [1,] 6.233758 5.594203
## [2,] 5.594203 25.632147
##
## [[4]]
## [,1] [,2]
## [1,] 5.207263 2.386209
## [2,] 2.386209 4.898014
##
##
## r 59.27527
## nu 2
## [1] 2 1 3 1 3 1 2 2 1 1 1 1 2 3 2 3 2 4 2 4 2 4 4 2 2 3 3 2 3 4 1 4 4 3 2 3 4 2
## [39] 3 3 1 1 4 1 2 1 1 1 2 3
##
##
## *******************************************************************
## Starting iter: 3500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 9 7 6 7 6 7 3 3 7 7 7 7 3 6 3 6 3 3 9 9 9 9 9 3 9 6 7 6 6 3 7 3 3 6 9 6 9 9
## [39] 6 6 6 7 9 7 9 6 7 7 3 6
##
##
## 3 6 7 9
## 11 14 13 12
##
## [,1] [,2] [,3] [,4]
## [1,] -2.024299 14.67925 0.4709638 9.711557
## [2,] -5.916688 3.04645 5.5990762 3.799649
##
## [[1]]
## [,1] [,2]
## [1,] 2.875245 1.995348
## [2,] 1.995348 4.984848
##
## [[2]]
## [,1] [,2]
## [1,] 9.284018 -1.939558
## [2,] -1.939558 7.115271
##
## [[3]]
## [,1] [,2]
## [1,] 5.13140887 -0.08214739
## [2,] -0.08214739 33.19130618
##
## [[4]]
## [,1] [,2]
## [1,] 2.001470 -0.504238
## [2,] -0.504238 10.089905
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 9.423888 -0.9441152 -1.502953 14.788768
## [2,] 3.457503 4.8973812 -5.891919 2.939349
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.554042 -2.307033
## [2,] -2.307033 17.632625
##
## [[2]]
## [,1] [,2]
## [1,] 2.571657 -2.699081
## [2,] -2.699081 39.241352
##
## [[3]]
## [,1] [,2]
## [1,] 8.593459 3.445058
## [2,] 3.445058 5.105572
##
## [[4]]
## [,1] [,2]
## [1,] 10.663067 -4.777201
## [2,] -4.777201 8.089320
##
##
## r 36.40626
## nu 2
## [1] 9 7 6 7 6 7 3 3 7 7 7 7 3 6 3 6 3 3 9 9 9 9 9 3 9 6 7 6 6 3 7 3 3 6 9 6 9 9
## [39] 6 6 6 7 9 7 9 6 7 7 3 6
##
##
## *******************************************************************
## Starting iter: 4000
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 6 3 3 3 5 10 6 4 3 10 10 3 6 5 4 4 7 6 7 4 7 7 7 6 6
## [26] 4 3 4 4 6 4 6 4 4 6 4 6 7 4 4 3 3 6 3 7 3 3 3 4 4
##
##
## 3 4 5 6 7 10
## 12 15 2 11 7 3
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -0.9865335 14.40962 -8.175931 1.343927 11.445362 -2.248105
## [2,] -5.4926630 3.12109 -10.072036 6.982870 3.802314 5.035979
##
## [[1]]
## [,1] [,2]
## [1,] 3.360505 -1.682130
## [2,] -1.682130 5.876169
##
## [[2]]
## [,1] [,2]
## [1,] 24.506113 9.955185
## [2,] 9.955185 27.279765
##
## [[3]]
## [,1] [,2]
## [1,] 11.7288035 -0.7642367
## [2,] -0.7642367 24.4495712
##
## [[4]]
## [,1] [,2]
## [1,] 27.895166 7.145153
## [2,] 7.145153 27.935167
##
## [[5]]
## [,1] [,2]
## [1,] 10.4942084 -0.5260735
## [2,] -0.5260735 14.6945013
##
## [[6]]
## [,1] [,2]
## [1,] 1.7763879 0.4241244
## [2,] 0.4241244 5.9713671
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -1.197888 5.211503 -4.416356 12.479367 14.091480 -2.120519
## [2,] -5.746875 8.209960 12.311726 2.393122 2.838631 -10.230667
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.938268 -1.180334
## [2,] -1.180334 6.180532
##
## [[2]]
## [,1] [,2]
## [1,] 23.083233 -8.787704
## [2,] -8.787704 27.379585
##
## [[3]]
## [,1] [,2]
## [1,] 13.778996 3.935439
## [2,] 3.935439 29.788159
##
## [[4]]
## [,1] [,2]
## [1,] 7.322446 4.112885
## [2,] 4.112885 26.129529
##
## [[5]]
## [,1] [,2]
## [1,] 9.8378675 -0.3434219
## [2,] -0.3434219 5.2997223
##
## [[6]]
## [,1] [,2]
## [1,] 6.992455 12.77048
## [2,] 12.770482 79.82825
##
##
## r 25.19485
## nu 2
## [1] 6 3 3 3 5 10 6 4 3 10 10 3 6 5 4 4 7 6 7 4 7 7 7 6 6
## [26] 4 3 4 4 6 4 6 4 4 6 4 6 7 4 4 3 3 6 3 7 3 3 3 4 4
##
##
## *******************************************************************
## Starting iter: 4500
## *******************************************************************
## End of CRP step
## [1] "Current k = 2"
##
## [1] 2 3 3 3 3 3 2 2 3 3 3 3 2 3 2 3 2 2 2 2 2 2 2 2 2 3 3 3 3 2 3 2 2 3 2 3 2 2
## [39] 3 3 3 3 2 3 2 3 3 3 2 3
##
##
## 2 3
## 23 27
##
## [,1] [,2]
## [1,] 11.65312 -0.9643429
## [2,] 3.70645 0.7064420
##
## [[1]]
## [,1] [,2]
## [1,] 12.597024 -3.884445
## [2,] -3.884445 11.820681
##
## [[2]]
## [,1] [,2]
## [1,] 1.884028 1.105614
## [2,] 1.105614 53.609508
##
##
## After Gibbs step:
## mu
## [,1] [,2]
## [1,] 12.574548 -0.7958124
## [2,] 2.346055 -0.5945017
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 9.5853774 0.3309469
## [2,] 0.3309469 5.7413510
##
## [[2]]
## [,1] [,2]
## [1,] 6.528744 8.150307
## [2,] 8.150307 43.609662
##
##
## r 37.92337
## nu 2
## [1] 2 3 3 3 3 3 2 2 3 3 3 3 2 3 2 3 2 2 2 2 2 2 2 2 2 3 3 3 3 2 3 2 2 3 2 3 2 2
## [39] 3 3 3 3 2 3 2 3 3 3 2 3
##
##
## *******************************************************************
## Starting iter: 5000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 4 2 2 2 6 2 4 3 2 2 2 2 3 6 4 6 4 3 3 3 3 4 4 4 4 6 2 6 6 4 2 4 3 3 3 3 3 4
## [39] 6 6 2 3 3 2 4 2 2 2 4 6
##
##
## 2 3 4 6
## 15 13 13 9
##
## [,1] [,2] [,3] [,4]
## [1,] 13.410554 -1.399259 11.725884 -1.067792
## [2,] 3.474396 11.049421 3.397024 -6.199249
##
## [[1]]
## [,1] [,2]
## [1,] 16.357911 1.577599
## [2,] 1.577599 10.878119
##
## [[2]]
## [,1] [,2]
## [1,] 3.0125441 0.2493226
## [2,] 0.2493226 19.9374340
##
## [[3]]
## [,1] [,2]
## [1,] 47.4969426 0.2476712
## [2,] 0.2476712 18.7969564
##
## [[4]]
## [,1] [,2]
## [1,] 4.3086201 0.3261749
## [2,] 0.3261749 8.8291587
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -0.7981947 10.33638 9.984038 -0.3761566
## [2,] -5.5065326 1.81454 1.631670 8.4813338
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.7615188 0.4891946
## [2,] 0.4891946 9.4664899
##
## [[2]]
## [,1] [,2]
## [1,] 64.5456619 0.7334917
## [2,] 0.7334917 8.9855131
##
## [[3]]
## [,1] [,2]
## [1,] 7.274854 -1.787787
## [2,] -1.787787 9.180490
##
## [[4]]
## [,1] [,2]
## [1,] 2.995276 3.230522
## [2,] 3.230522 16.073166
##
##
## r 67.92105
## nu 2
## [1] 4 2 2 2 6 2 4 3 2 2 2 2 3 6 4 6 4 3 3 3 3 4 4 4 4 6 2 6 6 4 2 4 3 3 3 3 3 4
## [39] 6 6 2 3 3 2 4 2 2 2 4 6
##
##
## *******************************************************************
## Starting iter: 5500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 4 2 5 2 5 2 3 4 2 2 2 2 4 5 4 5 4 3 3 4 3 4 3 3 4 5 2 5 5 3 2 2 3 5 2 3 4 3
## [39] 5 5 2 2 3 2 3 2 2 2 4 5
##
##
## 2 3 4 5
## 17 12 10 11
##
## [,1] [,2] [,3] [,4]
## [1,] 16.438001 2.689362 12.791832 -1.462793
## [2,] 7.757179 -4.527105 1.646292 7.284558
##
## [[1]]
## [,1] [,2]
## [1,] 30.07102 17.80071
## [2,] 17.80071 16.56763
##
## [[2]]
## [,1] [,2]
## [1,] 20.54010 12.05751
## [2,] 12.05751 11.94623
##
## [[3]]
## [,1] [,2]
## [1,] 39.499248 -6.674882
## [2,] -6.674882 6.117330
##
## [[4]]
## [,1] [,2]
## [1,] 2.557155 1.793616
## [2,] 1.793616 17.527975
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -0.2519126 12.135860 9.330044 -1.419364
## [2,] -6.0190811 2.815222 4.571838 7.519578
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 24.533828 9.743181
## [2,] 9.743181 7.859632
##
## [[2]]
## [,1] [,2]
## [1,] 21.142197 -4.602501
## [2,] -4.602501 5.674035
##
## [[3]]
## [,1] [,2]
## [1,] 12.239411 2.144202
## [2,] 2.144202 6.203512
##
## [[4]]
## [,1] [,2]
## [1,] 4.588331 3.940265
## [2,] 3.940265 23.371632
##
##
## r 44.36576
## nu 2
## [1] 4 2 5 2 5 2 3 4 2 2 2 2 4 5 4 5 4 3 3 4 3 4 3 3 4 5 2 5 5 3 2 2 3 5 2 3 4 3
## [39] 5 5 2 2 3 2 3 2 2 2 4 5
##
##
## *******************************************************************
## Starting iter: 6000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 5 2 2 2 3 2 5 5 2 2 2 2 5 3 4 3 5 5 4 4 4 5 5 4 4 3 2 3 3 4 2 5 4 2 4 3 5 5
## [39] 3 3 2 2 5 2 4 2 2 2 4 3
##
##
## 2 3 4 5
## 17 10 11 12
##
## [,1] [,2] [,3] [,4]
## [1,] 14.61203 0.775383 12.032283 0.7695885
## [2,] 2.59770 -7.555093 4.939336 7.7096755
##
## [[1]]
## [,1] [,2]
## [1,] 15.2215018 -0.2597334
## [2,] -0.2597334 8.4104154
##
## [[2]]
## [,1] [,2]
## [1,] 8.603484 4.778945
## [2,] 4.778945 12.585017
##
## [[3]]
## [,1] [,2]
## [1,] 18.10113 7.60723
## [2,] 7.60723 15.33176
##
## [[4]]
## [,1] [,2]
## [1,] 5.235134 -2.218294
## [2,] -2.218294 9.629516
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -2.952746 -0.6343571 14.314222 11.295029
## [2,] -5.047987 8.5270184 4.404042 2.443622
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 7.177930 2.189762
## [2,] 2.189762 19.219647
##
## [[2]]
## [,1] [,2]
## [1,] 1.937789 1.399277
## [2,] 1.399277 7.801527
##
## [[3]]
## [,1] [,2]
## [1,] 10.075092 -2.954223
## [2,] -2.954223 10.984349
##
## [[4]]
## [,1] [,2]
## [1,] 10.97301636 0.09780249
## [2,] 0.09780249 8.43706238
##
##
## r 17.46842
## nu 2
## [1] 5 2 2 2 3 2 5 5 2 2 2 2 5 3 4 3 5 5 4 4 4 5 5 4 4 3 2 3 3 4 2 5 4 2 4 3 5 5
## [39] 3 3 2 2 5 2 4 2 2 2 4 3
##
##
## *******************************************************************
## Starting iter: 6500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 5 2 2 2 3 2 4 4 2 2 2 2 5 3 4 3 4 5 5 4 5 5 5 5 4 3 2 3 3 4 2 5 4 2 5 3 5 5
## [39] 3 3 2 2 5 2 5 2 2 2 4 3
##
##
## 2 3 4 5
## 17 10 9 14
##
## [,1] [,2] [,3] [,4]
## [1,] 9.108663 -1.149369 13.807690 -1.123090
## [2,] 4.198868 -5.328656 1.318739 9.514894
##
## [[1]]
## [,1] [,2]
## [1,] 2.910354 2.775442
## [2,] 2.775442 9.532007
##
## [[2]]
## [,1] [,2]
## [1,] 2.4963849 0.8034347
## [2,] 0.8034347 6.4797832
##
## [[3]]
## [,1] [,2]
## [1,] 11.5827608 0.4731638
## [2,] 0.4731638 3.8859414
##
## [[4]]
## [,1] [,2]
## [1,] 4.170158 3.321679
## [2,] 3.321679 8.857175
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.249896 -0.1692591 7.824184 13.119507
## [2,] -5.709681 8.7926274 4.190787 1.521262
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.8003081 0.9522125
## [2,] 0.9522125 11.5973892
##
## [[2]]
## [,1] [,2]
## [1,] 5.792518 -0.165622
## [2,] -0.165622 4.216312
##
## [[3]]
## [,1] [,2]
## [1,] 6.935133 7.237689
## [2,] 7.237689 12.501440
##
## [[4]]
## [,1] [,2]
## [1,] 24.65634 -4.175340
## [2,] -4.17534 6.787023
##
##
## r 204.9172
## nu 2
## [1] 5 2 2 2 3 2 4 4 2 2 2 2 5 3 4 3 4 5 5 4 5 5 5 5 4 3 2 3 3 4 2 5 4 2 5 3 5 5
## [39] 3 3 2 2 5 2 5 2 2 2 4 3
##
##
## *******************************************************************
## Starting iter: 7000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 5 2 4 2 3 4 5 2 2 2 2 2 5 3 2 3 5 5 5 5 5 5 5 5 2 3 4 3 3 2 4 5 5 2 5 3 2 5
## [39] 3 3 4 4 5 4 5 4 4 4 7 3
##
##
## 2 3 4 5 7
## 12 10 10 17 1
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.110375 3.892596 12.818785 -0.02158839 -8.262008
## [2,] -2.582951 -1.552204 2.072689 9.14013043 -4.907063
##
## [[1]]
## [,1] [,2]
## [1,] 5.8533068 -0.3751011
## [2,] -0.3751011 17.9872590
##
## [[2]]
## [,1] [,2]
## [1,] 54.28485 43.14646
## [2,] 43.14646 38.17285
##
## [[3]]
## [,1] [,2]
## [1,] 10.199456 1.215107
## [2,] 1.215107 7.232945
##
## [[4]]
## [,1] [,2]
## [1,] 3.690989 5.059447
## [2,] 5.059447 15.343629
##
## [[5]]
## [,1] [,2]
## [1,] 112.70433 63.01497
## [2,] 63.01497 38.07156
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 3.5336729 3.900508 -0.8604733 12.140215 21.88204
## [2,] 0.6510685 12.693104 -5.5267226 1.353207 18.18120
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 49.01701 36.11673
## [2,] 36.11673 32.97602
##
## [[2]]
## [,1] [,2]
## [1,] 9.571889 14.49285
## [2,] 14.492848 34.41676
##
## [[3]]
## [,1] [,2]
## [1,] 16.910341 -3.595578
## [2,] -3.595578 12.928273
##
## [[4]]
## [,1] [,2]
## [1,] 18.817406 -4.617028
## [2,] -4.617028 8.020229
##
## [[5]]
## [,1] [,2]
## [1,] 40.13508 23.86449
## [2,] 23.86449 17.62747
##
##
## r 123.611
## nu 2
## [1] 5 2 4 2 3 4 5 2 2 2 2 2 5 3 2 3 5 5 5 5 5 5 5 5 2 3 4 3 3 2 4 5 5 2 5 3 2 5
## [39] 3 3 4 4 5 4 5 4 4 4 7 3
##
##
## *******************************************************************
## Starting iter: 7500
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 2 3 3 3 4 3 2 2 4 3 3 3 2 4 2 4 2 2 2 2 2 2 2 5 2 4 3 4 4 2 9 2 2 4 2 4 2 2
## [39] 4 4 3 3 2 3 2 4 3 3 2 4
##
##
## 2 3 4 5 9
## 22 13 13 1 1
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] -0.2782652 11.681236 -1.771647 40.134433 6.9150841
## [2,] 5.6362082 2.358047 -7.821650 5.915559 -0.2182781
##
## [[1]]
## [,1] [,2]
## [1,] 5.102059 -3.953918
## [2,] -3.953918 23.853967
##
## [[2]]
## [,1] [,2]
## [1,] 14.289808 -1.152621
## [2,] -1.152621 9.715490
##
## [[3]]
## [,1] [,2]
## [1,] 2.54710128 -0.05563148
## [2,] -0.05563148 10.93055055
##
## [[4]]
## [,1] [,2]
## [1,] 3771.6297 810.5386
## [2,] 810.5386 178.4768
##
## [[5]]
## [,1] [,2]
## [1,] 91.25624 55.76275
## [2,] 55.76275 39.15455
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 11.645320 -3.245185 0.1519701 -12.983666 15.939934
## [2,] 5.027983 -6.772833 4.2710456 -7.315746 6.973524
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 16.880500 -1.844066
## [2,] -1.844066 13.004122
##
## [[2]]
## [,1] [,2]
## [1,] 14.9212292 0.4275713
## [2,] 0.4275713 7.3528021
##
## [[3]]
## [,1] [,2]
## [1,] 2.742327 1.533834
## [2,] 1.533834 37.073150
##
## [[4]]
## [,1] [,2]
## [1,] 65.94017 30.31353
## [2,] 30.31353 21.71185
##
## [[5]]
## [,1] [,2]
## [1,] 60.07571 25.50528
## [2,] 25.50528 23.89284
##
##
## r 50.61738
## nu 2
## [1] 2 3 3 3 4 3 2 2 4 3 3 3 2 4 2 4 2 2 2 2 2 2 2 5 2 4 3 4 4 2 9 2 2 4 2 4 2 2
## [39] 4 4 3 3 2 3 2 4 3 3 2 4
##
##
## *******************************************************************
## Starting iter: 8000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 9 9 9 2 9 3 3 9 9 9 9 3 2 4 2 4 4 4 4 4 3 4 4 3 2 9 2 2 3 9 3 3 3 4 2 3 3
## [39] 2 2 9 9 3 9 3 9 9 9 3 2
##
##
## 2 3 4 9
## 10 15 9 16
##
## [,1] [,2] [,3] [,4]
## [1,] 13.40716 -0.4709496 11.762298 -0.6936692
## [2,] 1.52224 8.3665297 3.891302 -6.2583391
##
## [[1]]
## [,1] [,2]
## [1,] 12.818352 -6.299642
## [2,] -6.299642 5.374974
##
## [[2]]
## [,1] [,2]
## [1,] 3.659952 4.882493
## [2,] 4.882493 12.375972
##
## [[3]]
## [,1] [,2]
## [1,] 15.7395580 -0.3059981
## [2,] -0.3059981 8.2042834
##
## [[4]]
## [,1] [,2]
## [1,] 3.211188 2.189397
## [2,] 2.189397 8.098680
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.360905 10.746115 12.013064 -1.277082
## [2,] 10.353379 1.430664 1.839511 -6.407788
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 4.179866 -1.234191
## [2,] -1.234191 10.662679
##
## [[2]]
## [,1] [,2]
## [1,] 12.688994 3.581614
## [2,] 3.581614 8.434622
##
## [[3]]
## [,1] [,2]
## [1,] 10.713634 -5.362884
## [2,] -5.362884 8.506254
##
## [[4]]
## [,1] [,2]
## [1,] 3.341881 1.728399
## [2,] 1.728399 6.245543
##
##
## r 29.07204
## nu 2
## [1] 3 9 9 9 2 9 3 3 9 9 9 9 3 2 4 2 4 4 4 4 4 3 4 4 3 2 9 2 2 3 9 3 3 3 4 2 3 3
## [39] 2 2 9 9 3 9 3 9 9 9 3 2
##
##
## *******************************************************************
## Starting iter: 8500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 4 4 6 4 6 7 7 6 6 6 4 3 4 7 4 3 7 7 7 3 7 7 7 7 4 6 4 3 3 4 3 7 6 7 4 7 7
## [39] 3 4 6 6 7 6 7 6 6 4 3 4
##
##
## 3 4 6 7
## 9 13 12 16
##
## [,1] [,2] [,3] [,4]
## [1,] 12.942848 -1.278989 7.253893 -1.139417
## [2,] 2.984915 -6.787668 4.666041 4.786237
##
## [[1]]
## [,1] [,2]
## [1,] 11.719595 2.388338
## [2,] 2.388338 4.593377
##
## [[2]]
## [,1] [,2]
## [1,] 3.0316469 0.3510962
## [2,] 0.3510962 9.3334432
##
## [[3]]
## [,1] [,2]
## [1,] 22.12580 -11.27106
## [2,] -11.27106 21.11260
##
## [[4]]
## [,1] [,2]
## [1,] 5.332851 5.130718
## [2,] 5.130718 33.129158
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 8.898074 -0.5796636 -0.4844272 12.142755
## [2,] 3.720699 4.9696812 -8.4945270 1.810537
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 32.57783 -11.61273
## [2,] -11.61273 11.84296
##
## [[2]]
## [,1] [,2]
## [1,] 5.31923 1.79965
## [2,] 1.79965 60.89852
##
## [[3]]
## [,1] [,2]
## [1,] 2.61763683 -0.02913967
## [2,] -0.02913967 19.84702127
##
## [[4]]
## [,1] [,2]
## [1,] 14.584592 4.608715
## [2,] 4.608715 9.939957
##
##
## r 12.33535
## nu 2
## [1] 3 4 4 6 4 6 7 7 6 6 6 4 3 4 7 4 3 7 7 7 3 7 7 7 7 4 6 4 3 3 4 3 7 6 7 4 7 7
## [39] 3 4 6 6 7 6 7 6 6 4 3 4
##
##
## *******************************************************************
## Starting iter: 9000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 1 3 3 3 2 3 1 5 3 3 3 3 1 6 5 6 5 1 5 5 2 5 2 2 5 6 3 2 6 2 3 2 2 3 2 2 5 5
## [39] 6 6 3 3 2 3 5 3 3 3 1 6
##
##
## 1 2 3 5 6
## 5 11 17 10 7
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 0.2953705 13.164929 -1.520253 10.558615 10.02602
## [2,] 10.2178953 3.791908 -5.642955 3.402652 4.20662
##
## [[1]]
## [,1] [,2]
## [1,] 5.5827205 0.1484459
## [2,] 0.1484459 17.7689886
##
## [[2]]
## [,1] [,2]
## [1,] 10.067018 -1.747996
## [2,] -1.747996 6.581392
##
## [[3]]
## [,1] [,2]
## [1,] 5.257817 1.841236
## [2,] 1.841236 4.924318
##
## [[4]]
## [,1] [,2]
## [1,] 111.69061 -43.99556
## [2,] -43.99556 22.96252
##
## [[5]]
## [,1] [,2]
## [1,] 8.797130 -7.271848
## [2,] -7.271848 19.781198
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 9.197190 8.093163 -0.9730518 12.218732 0.843944
## [2,] 3.079983 2.818972 -5.5870964 3.854026 7.329196
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 2.829077 -1.480386
## [2,] -1.480386 11.913141
##
## [[2]]
## [,1] [,2]
## [1,] 44.89048 -16.218835
## [2,] -16.21883 7.883079
##
## [[3]]
## [,1] [,2]
## [1,] 6.603398 2.28940
## [2,] 2.289400 10.64453
##
## [[4]]
## [,1] [,2]
## [1,] 12.506505 -0.832506
## [2,] -0.832506 5.753099
##
## [[5]]
## [,1] [,2]
## [1,] 13.734298 -5.144197
## [2,] -5.144197 8.453864
##
##
## r 61.5569
## nu 2
## [1] 1 3 3 3 2 3 1 5 3 3 3 3 1 6 5 6 5 1 5 5 2 5 2 2 5 6 3 2 6 2 3 2 2 3 2 2 5 5
## [39] 6 6 3 3 2 3 5 3 3 3 1 6
##
##
## *******************************************************************
## Starting iter: 9500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 5 5 5 3 5 2 2 5 5 5 5 2 3 2 3 2 2 4 2 4 2 4 2 2 3 5 3 3 2 5 2 2 5 4 3 2 4
## [39] 3 3 5 5 2 5 4 5 5 5 2 3
##
##
## 2 3 4 5
## 17 10 6 17
##
## [,1] [,2] [,3] [,4]
## [1,] -0.9926735 15.031662 -0.759746 11.286218
## [2,] 7.7307518 -0.149289 -6.115029 3.564616
##
## [[1]]
## [,1] [,2]
## [1,] 4.5454561 -0.5264133
## [2,] -0.5264133 16.2589791
##
## [[2]]
## [,1] [,2]
## [1,] 7.134684 -1.595633
## [2,] -1.595633 3.559795
##
## [[3]]
## [,1] [,2]
## [1,] 5.027521 1.529119
## [2,] 1.529119 5.826625
##
## [[4]]
## [,1] [,2]
## [1,] 6.1891348 0.6306009
## [2,] 0.6306009 4.5263107
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 12.008339 -0.02499845 17.162737 -2.021928
## [2,] 2.034574 8.07964030 2.479512 -5.868213
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 8.589684 -1.079633
## [2,] -1.079633 8.644336
##
## [[2]]
## [,1] [,2]
## [1,] 2.185998 2.533442
## [2,] 2.533442 9.751778
##
## [[3]]
## [,1] [,2]
## [1,] 6.385626 1.740838
## [2,] 1.740838 7.909194
##
## [[4]]
## [,1] [,2]
## [1,] 7.087736 1.620917
## [2,] 1.620917 12.474546
##
##
## r 34.2809
## nu 2
## [1] 2 5 5 5 3 5 2 2 5 5 5 5 2 3 2 3 2 2 4 2 4 2 4 2 2 3 5 3 3 2 5 2 2 5 4 3 2 4
## [39] 3 3 5 5 2 5 4 5 5 5 2 3
##
##
## *******************************************************************
## Starting iter: 10000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 5 5 3 3 5 2 4 5 5 5 3 2 3 2 3 4 4 2 2 2 2 2 4 4 3 5 3 3 4 3 4 2 3 2 3 4 2
## [39] 3 3 5 5 4 5 2 5 5 5 4 3
##
##
## 2 3 4 5
## 13 14 10 13
##
## [,1] [,2] [,3] [,4]
## [1,] 0.2104865 12.014845 -0.5362932 10.759694
## [2,] 3.7272715 5.986522 -6.3925621 1.430679
##
## [[1]]
## [,1] [,2]
## [1,] 3.9831282 0.8084648
## [2,] 0.8084648 29.3170329
##
## [[2]]
## [,1] [,2]
## [1,] 5.691789 -1.432894
## [2,] -1.432894 11.853201
##
## [[3]]
## [,1] [,2]
## [1,] 6.553925 4.403568
## [2,] 4.403568 13.497365
##
## [[4]]
## [,1] [,2]
## [1,] 38.515504 2.694722
## [2,] 2.694722 14.972315
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 13.550454 -0.8721005 10.851881 -1.982568
## [2,] 4.943529 5.8513185 5.132056 -6.537744
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 17.836775 1.014291
## [2,] 1.014291 18.329790
##
## [[2]]
## [,1] [,2]
## [1,] 4.052484 4.701608
## [2,] 4.701608 34.658752
##
## [[3]]
## [,1] [,2]
## [1,] 3.882445 1.606220
## [2,] 1.606220 8.988607
##
## [[4]]
## [,1] [,2]
## [1,] 2.2541508 0.5553151
## [2,] 0.5553151 21.7972165
##
##
## r 47.75861
## nu 2
## [1] 2 5 5 3 3 5 2 4 5 5 5 3 2 3 2 3 4 4 2 2 2 2 2 4 4 3 5 3 3 4 3 4 2 3 2 3 4 2
## [39] 3 3 5 5 4 5 2 5 5 5 4 3
end_run = Sys.time()
difftime(time1 = end_run, time2 = start_run)## Time difference of 18.3277 minssaveRDS(object = ex1, file = "../MCMC_Runs/conjUVVsamp_closer_nu2_g1_h50_rvaries_noSM.rds")
table(ex1$k)##
## 1 2 3 4 5 6 7 8 9 10
## 10 480 1504 3871 2445 1084 421 153 31 1# traceplot for number of components k.
make_k_traceplot(k = ex1$k, group_assign = ex1$group_assign)
summary(ex1$extra_params[1:n_iter,"r"])## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 6.20 26.90 44.21 75.00 78.79 13235.46with split-merge step
# sample
set.seed(516)
n_iter = 10^4
start_run = Sys.time()
mu0 = matrix(round((colMeans(matrix(unlist(y), ncol = 2))),0), ncol = 1)
print(mu0)## [,1]
## [1,] 3
## [2,] 3ex1 = MVN_CRP_sampler_UVV(S = n_iter, y = y, alpha = 1, r = 10,
g = 1, h = 50,
nu_hyperprior = FALSE, fix_r = FALSE,
mu0 = mu0, nu = 2,
lambda0 = diag(x = 10, nrow = 2),
k_init = 1, diag_weights = FALSE,
verbose = TRUE, print_iter = 500,
split_merge = TRUE, sm_iter = 10)##
##
## *******************************************************************
## Starting iter: 500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 3 2 3 2 3 1 1 3 3 3 3 1 2 1 2 1 1 1 1 1 1 1 1 1 2 3 2 2 1 3 1 1 2 1 2 1 1
## [39] 2 2 3 3 1 3 1 3 3 3 1 2
##
##
## 1 2 3
## 23 12 15
##
## [,1] [,2] [,3]
## [1,] 12.06497 -0.2126268 -1.455534
## [2,] 2.28997 8.7831354 -6.892998
##
## [[1]]
## [,1] [,2]
## [1,] 10.562858 -3.145572
## [2,] -3.145572 9.601704
##
## [[2]]
## [,1] [,2]
## [1,] 3.396256 1.69110
## [2,] 1.691100 15.55206
##
## [[3]]
## [,1] [,2]
## [1,] 7.577775 -1.941783
## [2,] -1.941783 8.591460
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 11.843347 -0.361832 -2.240181
## [2,] 3.190667 8.425637 -4.525792
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 14.042246 -1.077065
## [2,] -1.077065 6.457445
##
## [[2]]
## [,1] [,2]
## [1,] 3.916438 9.973793
## [2,] 9.973793 52.124004
##
## [[3]]
## [,1] [,2]
## [1,] 6.398901 -2.297861
## [2,] -2.297861 15.388817
##
##
## r 45.43442
## nu 2
## [1] 1 3 2 3 2 3 1 1 3 3 3 3 1 2 1 2 1 1 1 1 1 1 1 1 1 2 3 2 2 1 3 1 1 2 1 2 1 1
## [39] 2 2 3 3 1 3 1 3 3 3 1 2
##
##
## *******************************************************************
## Starting iter: 1000
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 4 2 2 2 7 2 7 4 2 2 2 2 6 2 7 7 7 7 4 6 5 4 5 6 5 2 2 2 7 5 2 7 7 2 6 7 6 5
## [39] 7 2 2 2 6 2 6 2 2 2 7 8
##
##
## 2 4 5 6 7 8
## 21 4 5 7 12 1
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -1.313495 13.491879 4.695663 10.7547809 16.056677 1.538596
## [2,] -3.835980 4.953235 5.957319 0.7163744 2.290782 17.922709
##
## [[1]]
## [,1] [,2]
## [1,] 4.1089920 -0.8243033
## [2,] -0.8243033 25.1946463
##
## [[2]]
## [,1] [,2]
## [1,] 37.525873 -1.618113
## [2,] -1.618113 3.432997
##
## [[3]]
## [,1] [,2]
## [1,] 14.639131 -3.041679
## [2,] -3.041679 15.077739
##
## [[4]]
## [,1] [,2]
## [1,] 5.740283 0.181055
## [2,] 0.181055 7.436214
##
## [[5]]
## [,1] [,2]
## [1,] 17.79781 -12.15765
## [2,] -12.15765 28.26218
##
## [[6]]
## [,1] [,2]
## [1,] 8.481364 12.90744
## [2,] 12.907435 45.26899
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -0.8430138 17.257086 15.369469 11.984263 7.182762 2.886024
## [2,] -4.5903841 3.845384 1.346557 1.744684 4.184628 14.678340
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 6.423846 8.828346
## [2,] 8.828346 43.920477
##
## [[2]]
## [,1] [,2]
## [1,] 36.029985 -6.124703
## [2,] -6.124703 3.198566
##
## [[3]]
## [,1] [,2]
## [1,] 14.050143 -2.196473
## [2,] -2.196473 6.179930
##
## [[4]]
## [,1] [,2]
## [1,] 4.753975 1.632160
## [2,] 1.632160 4.261584
##
## [[5]]
## [,1] [,2]
## [1,] 26.389754 -8.787994
## [2,] -8.787994 17.742274
##
## [[6]]
## [,1] [,2]
## [1,] 4.767044 -5.495931
## [2,] -5.495931 28.675548
##
##
## r 101.7998
## nu 2
## [1] 4 2 2 2 7 2 7 4 2 2 2 2 6 2 7 7 7 7 4 6 5 4 5 6 5 2 2 2 7 5 2 7 7 2 6 7 6 5
## [39] 7 2 2 2 6 2 6 2 2 2 7 8
##
##
## *******************************************************************
## Starting iter: 1500
## *******************************************************************
## End of CRP step
## [1] "Current k = 2"
##
## [1] 2 4 4 4 4 4 2 2 4 4 4 4 2 4 2 4 2 2 2 2 2 2 2 2 2 4 4 4 4 2 4 2 2 4 2 4 2 2
## [39] 4 4 4 4 2 4 2 4 4 4 2 4
##
##
## 2 4
## 23 27
##
## [,1] [,2]
## [1,] 11.094907 -1.15727278
## [2,] 2.117887 0.08601505
##
## [[1]]
## [,1] [,2]
## [1,] 13.318287 3.689392
## [2,] 3.689392 7.445960
##
## [[2]]
## [,1] [,2]
## [1,] 2.627814 5.751217
## [2,] 5.751217 81.096790
##
##
## After Gibbs step:
## mu
## [,1] [,2]
## [1,] 13.343029 -0.7049813
## [2,] 2.917215 -0.3593236
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.840016 -1.383915
## [2,] -1.383915 11.656197
##
## [[2]]
## [,1] [,2]
## [1,] 3.556384 2.950977
## [2,] 2.950977 36.600784
##
##
## r 18.60691
## nu 2
## [1] 2 4 4 4 4 4 2 2 4 4 4 4 2 4 2 4 2 2 2 2 2 2 2 2 2 4 4 4 4 2 4 2 2 4 2 4 2 2
## [39] 4 4 4 4 2 4 2 4 4 4 2 4
##
##
## *******************************************************************
## Starting iter: 2000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 2 5 5 5 4 5 2 1 5 5 5 5 2 4 2 4 6 1 1 1 1 6 1 2 1 4 5 4 4 1 5 2 2 5 1 4 6 1
## [39] 4 4 5 5 1 5 6 5 5 5 2 4
##
##
## 1 2 4 5 6
## 11 8 10 17 4
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 15.059841 -0.4933836 8.683297 15.508064 -1.397218
## [2,] 2.798744 8.4498129 1.109245 3.587962 -5.471233
##
## [[1]]
## [,1] [,2]
## [1,] 11.8959172 -0.8737351
## [2,] -0.8737351 4.6990809
##
## [[2]]
## [,1] [,2]
## [1,] 2.151063 1.564391
## [2,] 1.564391 7.278124
##
## [[3]]
## [,1] [,2]
## [1,] 2.406397 1.46687
## [2,] 1.466870 26.32428
##
## [[4]]
## [,1] [,2]
## [1,] 9.535675 -1.125081
## [2,] -1.125081 7.675137
##
## [[5]]
## [,1] [,2]
## [1,] 4.3083761 0.8621627
## [2,] 0.8621627 7.0884527
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 12.717483 8.948154 -0.7504149 -1.351051 14.258835
## [2,] 1.933674 3.214662 7.4402011 -6.006060 5.341404
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 18.558673 -2.352258
## [2,] -2.352258 13.621447
##
## [[2]]
## [,1] [,2]
## [1,] 3.916812 -2.297847
## [2,] -2.297847 29.324859
##
## [[3]]
## [,1] [,2]
## [1,] 4.328203 2.125477
## [2,] 2.125477 17.639727
##
## [[4]]
## [,1] [,2]
## [1,] 7.4187508 0.5314248
## [2,] 0.5314248 10.5420585
##
## [[5]]
## [,1] [,2]
## [1,] 22.807714 1.095676
## [2,] 1.095676 4.728896
##
##
## r 16.40026
## nu 2
## [1] 2 5 5 5 4 5 2 1 5 5 5 5 2 4 2 4 6 1 1 1 1 6 1 2 1 4 5 4 4 1 5 2 2 5 1 4 6 1
## [39] 4 4 5 5 1 5 6 5 5 5 2 4
##
##
## *******************************************************************
## Starting iter: 2500
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 2 1 1 1 1 1 2 2 1 1 1 1 2 1 2 1 9 2 2 2 2 2 2 2 5 1 1 1 1 2 1 2 2 1 2 1 2 2
## [39] 1 1 1 1 2 1 2 1 1 1 2 6
##
##
## 1 2 5 6 9
## 26 21 1 1 1
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] -1.044112 11.866476 11.59879 -2.647657 3.957257
## [2,] 1.093043 2.335897 6.14233 21.826456 11.802900
##
## [[1]]
## [,1] [,2]
## [1,] 3.708289 3.744795
## [2,] 3.744795 79.757588
##
## [[2]]
## [,1] [,2]
## [1,] 21.039209 -1.570174
## [2,] -1.570174 11.138033
##
## [[3]]
## [,1] [,2]
## [1,] 5.6127844 0.6495317
## [2,] 0.6495317 4.3048258
##
## [[4]]
## [,1] [,2]
## [1,] 265.8658 -237.5476
## [2,] -237.5476 224.7428
##
## [[5]]
## [,1] [,2]
## [1,] 8.121007 -5.72317
## [2,] -5.723170 11.39752
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -0.6658997 12.971717 15.831920 -13.19596 8.135978
## [2,] 0.4136095 2.288479 9.133209 29.27342 5.671272
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 2.679408 1.586978
## [2,] 1.586978 43.782795
##
## [[2]]
## [,1] [,2]
## [1,] 13.96327 -2.387940
## [2,] -2.38794 8.408804
##
## [[3]]
## [,1] [,2]
## [1,] 16.555986 -5.676265
## [2,] -5.676265 36.127199
##
## [[4]]
## [,1] [,2]
## [1,] 90.51594 -31.73496
## [2,] -31.73496 39.63324
##
## [[5]]
## [,1] [,2]
## [1,] 9.015472 2.991834
## [2,] 2.991834 4.167668
##
##
## r 115.2909
## nu 2
## [1] 2 1 1 1 1 1 2 2 1 1 1 1 2 1 2 1 9 2 2 2 2 2 2 2 5 1 1 1 1 2 1 2 2 1 2 1 2 2
## [39] 1 1 1 1 2 1 2 1 1 1 2 6
##
##
## *******************************************************************
## Starting iter: 3000
## *******************************************************************
## End of CRP step
## [1] "Current k = 7"
##
## [1] 8 7 6 1 9 1 1 4 7 7 7 7 1 9 1 9 1 4 8 1 8 1 1 1 4
## [26] 9 7 9 9 6 10 1 8 10 8 9 4 8 9 9 7 10 1 7 8 1 1 7 4 9
##
##
## 1 4 6 7 8 9 10
## 14 5 2 9 7 10 3
##
## [,1] [,2] [,3] [,4] [,5] [,6] [,7]
## [1,] -1.975597 4.130038 11.46084 -0.1483893 6.190772 7.210501 17.510783
## [2,] -6.810638 -5.495495 4.87240 7.4779378 -4.726167 -1.505213 1.812314
##
## [[1]]
## [,1] [,2]
## [1,] 7.4049299 -0.1063615
## [2,] -0.1063615 2.6295729
##
## [[2]]
## [,1] [,2]
## [1,] 9.691176 1.383043
## [2,] 1.383043 13.835195
##
## [[3]]
## [,1] [,2]
## [1,] 8.120053 4.216232
## [2,] 4.216232 7.758387
##
## [[4]]
## [,1] [,2]
## [1,] 8.460585 4.008369
## [2,] 4.008369 13.916427
##
## [[5]]
## [,1] [,2]
## [1,] 127.60168 76.21611
## [2,] 76.21611 128.69173
##
## [[6]]
## [,1] [,2]
## [1,] 39.48383 26.55344
## [2,] 26.55344 24.68749
##
## [[7]]
## [,1] [,2]
## [1,] 27.738595 -5.890094
## [2,] -5.890094 6.509882
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6] [,7]
## [1,] 7.7901564 10.245475 3.107480 -1.976112 17.145393 2.294465 0.8564508
## [2,] -0.5573355 5.453908 -2.045675 -6.497866 7.935567 9.873950 -1.6490285
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 18.20061 12.08664
## [2,] 12.08664 23.15631
##
## [[2]]
## [,1] [,2]
## [1,] 27.496794 3.142333
## [2,] 3.142333 4.335696
##
## [[3]]
## [,1] [,2]
## [1,] 306.4733 136.84549
## [2,] 136.8455 63.91232
##
## [[4]]
## [,1] [,2]
## [1,] 6.421261 -1.408817
## [2,] -1.408817 3.850108
##
## [[5]]
## [,1] [,2]
## [1,] 22.24740 17.18893
## [2,] 17.18893 37.56985
##
## [[6]]
## [,1] [,2]
## [1,] 6.469053 5.778922
## [2,] 5.778922 13.645036
##
## [[7]]
## [,1] [,2]
## [1,] 4.2313057 0.8850742
## [2,] 0.8850742 3.7623677
##
##
## r 29.58992
## nu 2
## [1] 8 7 6 1 9 1 1 4 7 7 7 7 1 9 1 9 1 4 8 1 8 1 1 1 4
## [26] 9 7 9 9 6 10 1 8 10 8 9 4 8 9 9 7 10 1 7 8 1 1 7 4 9
##
##
## *******************************************************************
## Starting iter: 3500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 7 1 1 1 2 1 6 7 1 1 1 1 6 2 7 2 7 7 7 7 6 7 7 6 7 2 1 2 2 7 1 7 7 6 7 2 7 7
## [39] 2 2 1 1 6 1 7 1 1 1 7 2
##
##
## 1 2 6 7
## 16 10 6 18
##
## [,1] [,2] [,3] [,4]
## [1,] 8.722420 1.282712 12.350891 -0.3844215
## [2,] -2.611486 -6.061993 5.114325 6.6518045
##
## [[1]]
## [,1] [,2]
## [1,] 57.08414 -16.74731
## [2,] -16.74731 15.43400
##
## [[2]]
## [,1] [,2]
## [1,] 13.8374 2.984500
## [2,] 2.9845 7.784189
##
## [[3]]
## [,1] [,2]
## [1,] 11.11530510 0.06777866
## [2,] 0.06777866 5.05137991
##
## [[4]]
## [,1] [,2]
## [1,] 2.701977 3.124352
## [2,] 3.124352 12.793435
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 0.2616364 -0.5735376 11.780144
## [2,] -8.9695516 8.3098670 2.332357
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 8.586546 -4.752742
## [2,] -4.752742 11.659297
##
## [[2]]
## [,1] [,2]
## [1,] 4.108660 3.493971
## [2,] 3.493971 11.890885
##
## [[3]]
## [,1] [,2]
## [1,] 24.6874276 -0.8161204
## [2,] -0.8161204 11.6273670
##
##
## r 47.1563
## nu 2
## [1] 6 1 1 1 2 1 6 6 1 1 1 1 6 2 6 2 6 6 6 6 6 6 6 6 6 2 1 2 2 6 1 6 6 6 6 2 6 6
## [39] 2 2 1 1 6 1 6 1 1 1 6 2
##
##
## *******************************************************************
## Starting iter: 4000
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 1 2 2 2 3 2 1 8 2 2 2 2 1 3 10 4 8 8 1 1 1 8 10 8 10
## [26] 3 2 3 3 10 2 10 8 8 1 3 10 1 3 3 2 2 10 2 1 2 2 2 1 4
##
##
## 1 2 3 4 8 10
## 10 16 8 2 7 7
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 8.862554 10.207187 1.242601 0.4133143 10.666800 -1.370254
## [2,] 2.792645 1.717726 12.058487 -6.1784780 5.405398 6.791951
##
## [[1]]
## [,1] [,2]
## [1,] 19.279425 3.061065
## [2,] 3.061065 7.947084
##
## [[2]]
## [,1] [,2]
## [1,] 31.192461 -3.332316
## [2,] -3.332316 7.757311
##
## [[3]]
## [,1] [,2]
## [1,] 3.4042332 -0.7905721
## [2,] -0.7905721 14.9119692
##
## [[4]]
## [,1] [,2]
## [1,] 6.5621280 0.4218513
## [2,] 0.4218513 6.3804886
##
## [[5]]
## [,1] [,2]
## [1,] 3.5560677 -0.1158956
## [2,] -0.1158956 24.7175829
##
## [[6]]
## [,1] [,2]
## [1,] 4.284106 1.911751
## [2,] 1.911751 4.176607
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 13.596432 -1.003348 -1.812780 4.717439 9.779581 11.498930
## [2,] 1.539794 -6.690211 6.661854 17.280585 2.786375 3.896802
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 33.817127 -6.005061
## [2,] -6.005061 9.824591
##
## [[2]]
## [,1] [,2]
## [1,] 2.0891513 0.5500266
## [2,] 0.5500266 8.5891864
##
## [[3]]
## [,1] [,2]
## [1,] 4.0179494 -0.8941722
## [2,] -0.8941722 3.9845916
##
## [[4]]
## [,1] [,2]
## [1,] 8.415955 5.34955
## [2,] 5.349550 8.02038
##
## [[5]]
## [,1] [,2]
## [1,] 22.534582 2.626925
## [2,] 2.626925 5.555847
##
## [[6]]
## [,1] [,2]
## [1,] 3.807172 2.648813
## [2,] 2.648813 7.570476
##
##
## r 13.62332
## nu 2
## [1] 1 2 2 2 3 2 1 8 2 2 2 2 1 3 10 4 8 8 1 1 1 8 10 8 10
## [26] 3 2 3 3 10 2 10 8 8 1 3 10 1 3 3 2 2 10 2 1 2 2 2 1 4
##
##
## *******************************************************************
## Starting iter: 4500
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 1 3 4 3 4 3 1 1 3 3 3 3 1 4 1 4 1 1 1 1 1 1 1 1 1 4 3 4 4 1 3 1 1 4 1 4 1 1
## [39] 4 4 3 4 1 3 1 3 3 3 1 4
##
##
## 1 3 4
## 23 14 13
##
## [,1] [,2] [,3]
## [1,] -0.6716977 11.831097 -2.216053
## [2,] 5.4455188 2.533144 -6.879620
##
## [[1]]
## [,1] [,2]
## [1,] 4.829449 6.466103
## [2,] 6.466103 24.033732
##
## [[2]]
## [,1] [,2]
## [1,] 13.943546 -2.972459
## [2,] -2.972459 7.337163
##
## [[3]]
## [,1] [,2]
## [1,] 8.275597 2.534793
## [2,] 2.534793 6.164334
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] 11.626610 -2.837742 0.4316292
## [2,] 1.637198 -4.574761 7.1071207
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 12.373059 -3.129667
## [2,] -3.129667 9.105081
##
## [[2]]
## [,1] [,2]
## [1,] 10.054570 -2.530208
## [2,] -2.530208 5.493757
##
## [[3]]
## [,1] [,2]
## [1,] 5.352741 -1.770339
## [2,] -1.770339 37.301933
##
##
## r 19.0397
## nu 2
## [1] 1 3 4 3 4 3 1 1 3 3 3 3 1 4 1 4 1 1 1 1 1 1 1 1 1 4 3 4 4 1 3 1 1 4 1 4 1 1
## [39] 4 4 3 4 1 3 1 3 3 3 1 4
##
##
## *******************************************************************
## Starting iter: 5000
## *******************************************************************
## End of CRP step
## [1] "Current k = 3"
##
## [1] 5 3 3 3 4 3 5 5 3 3 3 3 5 4 5 4 5 5 5 5 5 5 5 5 5 4 3 4 3 5 4 5 5 3 5 4 5 5
## [39] 4 4 3 3 5 3 5 3 4 3 4 4
##
##
## 3 4 5
## 16 12 22
##
## [,1] [,2] [,3]
## [1,] 0.993471 12.377132 -2.661305
## [2,] 7.388614 2.446566 -3.159209
##
## [[1]]
## [,1] [,2]
## [1,] 8.816352 2.454192
## [2,] 2.454192 16.822336
##
## [[2]]
## [,1] [,2]
## [1,] 12.721861 1.813995
## [2,] 1.813995 6.693728
##
## [[3]]
## [,1] [,2]
## [1,] 5.012614 1.09886
## [2,] 1.098860 20.10545
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3]
## [1,] -0.9840582 -0.318299 12.155677
## [2,] -4.9933850 6.952714 1.793342
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.6001646 0.4032619
## [2,] 0.4032619 29.4584678
##
## [[2]]
## [,1] [,2]
## [1,] 16.3922883 -0.7846596
## [2,] -0.7846596 17.1996755
##
## [[3]]
## [,1] [,2]
## [1,] 10.8568663 -0.6153961
## [2,] -0.6153961 5.5886675
##
##
## r 18.84846
## nu 2
## [1] 5 3 3 3 4 3 5 5 3 3 3 3 5 4 5 4 5 5 5 5 5 5 5 5 5 4 3 4 3 5 4 5 5 3 5 4 5 5
## [39] 4 4 3 3 5 3 5 3 4 3 4 4
##
##
## *******************************************************************
## Starting iter: 5500
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 4 7 7 7 5 7 4 5 7 7 7 7 4 8 5 8 5 3 4 4 4 4 5 5 5 8 7 1 1 5 7 3 5 7 4 8 4 4
## [39] 1 8 7 7 5 7 4 7 7 7 5 5
##
##
## 1 3 4 5 7 8
## 3 2 11 12 17 5
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 0.01975339 0.05442528 -0.8459111 14.105015 8.153604 10.270566
## [2,] 10.95688324 8.23227990 -5.7458502 1.817601 6.330917 4.772207
##
## [[1]]
## [,1] [,2]
## [1,] 6.748810 -6.351948
## [2,] -6.351948 17.997356
##
## [[2]]
## [,1] [,2]
## [1,] 6.1096854 -0.8054191
## [2,] -0.8054191 3.2903006
##
## [[3]]
## [,1] [,2]
## [1,] 4.662087 1.420448
## [2,] 1.420448 7.781818
##
## [[4]]
## [,1] [,2]
## [1,] 20.8495162 0.8159738
## [2,] 0.8159738 7.2672789
##
## [[5]]
## [,1] [,2]
## [1,] 16.710849 -4.765362
## [2,] -4.765362 11.329748
##
## [[6]]
## [,1] [,2]
## [1,] 3.0674943 -0.2285763
## [2,] -0.2285763 2.9531304
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -2.997323 10.847448 14.793123 10.012487 0.003648798 -1.056199
## [2,] 13.010665 2.774074 1.060417 5.367232 -6.363509152 7.787722
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 14.52608 -10.50831
## [2,] -10.50831 16.88172
##
## [[2]]
## [,1] [,2]
## [1,] 11.703488 -6.034004
## [2,] -6.034004 13.224910
##
## [[3]]
## [,1] [,2]
## [1,] 17.798485 2.750782
## [2,] 2.750782 11.010049
##
## [[4]]
## [,1] [,2]
## [1,] 40.897371 3.778426
## [2,] 3.778426 31.176434
##
## [[5]]
## [,1] [,2]
## [1,] 6.817622 2.387819
## [2,] 2.387819 5.285596
##
## [[6]]
## [,1] [,2]
## [1,] 8.105657 6.385445
## [2,] 6.385445 12.438924
##
##
## r 22.7562
## nu 2
## [1] 4 7 7 7 5 7 4 5 7 7 7 7 4 8 5 8 5 3 4 4 4 4 5 5 5 8 7 1 1 5 7 3 5 7 4 8 4 4
## [39] 1 8 7 7 5 7 4 7 7 7 5 5
##
##
## *******************************************************************
## Starting iter: 6000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 7 4 4 4 6 4 7 3 4 4 4 4 7 6 3 6 3 7 7 7 7 7 7 8 8 6 8 6 6 3 7 3 8 8 7 4 7 7
## [39] 6 6 8 8 7 8 7 8 8 6 3 6
##
##
## 3 4 6 7 8
## 6 9 10 15 10
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.040218 12.585704 10.493997 2.747736 -1.656476
## [2,] 6.187578 2.202945 4.817207 -2.761774 -3.221745
##
## [[1]]
## [,1] [,2]
## [1,] 6.907855 -2.528137
## [2,] -2.528137 21.108065
##
## [[2]]
## [,1] [,2]
## [1,] 28.10269 12.99791
## [2,] 12.99791 13.14113
##
## [[3]]
## [,1] [,2]
## [1,] 3.381929 1.307955
## [2,] 1.307955 7.590491
##
## [[4]]
## [,1] [,2]
## [1,] 47.70374 12.23112
## [2,] 12.23112 28.27642
##
## [[5]]
## [,1] [,2]
## [1,] 3.827018 4.720095
## [2,] 4.720095 35.334925
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 10.249809 -2.107935 -0.5824395 11.399072 3.024846
## [2,] 4.711422 -5.664453 6.1673016 1.305405 -3.076588
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 6.520615 6.689962
## [2,] 6.689962 14.949905
##
## [[2]]
## [,1] [,2]
## [1,] 3.032975 2.779339
## [2,] 2.779339 29.012780
##
## [[3]]
## [,1] [,2]
## [1,] 12.99758 -22.32430
## [2,] -22.32430 71.44841
##
## [[4]]
## [,1] [,2]
## [1,] 20.476313 2.999034
## [2,] 2.999034 8.986014
##
## [[5]]
## [,1] [,2]
## [1,] 18.32375 8.60283
## [2,] 8.60283 12.29605
##
##
## r 18.99695
## nu 2
## [1] 7 4 4 4 6 4 7 3 4 4 4 4 7 6 3 6 3 7 7 7 7 7 7 8 8 6 8 6 6 3 7 3 8 8 7 4 7 7
## [39] 6 6 8 8 7 8 7 8 8 6 3 6
##
##
## *******************************************************************
## Starting iter: 6500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 3 5 2 2 6 2 3 3 2 5 2 5 3 6 3 6 3 3 3 3 3 3 3 3 3 6 5 6 6 3 5 3 3 2 3 6 3 3
## [39] 6 6 2 2 3 5 3 2 5 2 3 6
##
##
## 2 3 5 6
## 10 23 7 10
##
## [,1] [,2] [,3] [,4]
## [1,] -2.419491 -2.384777 -2.132469 12.156178
## [2,] -6.427846 -7.757050 8.854311 3.400912
##
## [[1]]
## [,1] [,2]
## [1,] 6.260078 4.212470
## [2,] 4.212470 7.907035
##
## [[2]]
## [,1] [,2]
## [1,] 4.356477 2.250205
## [2,] 2.250205 9.025590
##
## [[3]]
## [,1] [,2]
## [1,] 9.936077 10.19695
## [2,] 10.196953 20.81068
##
## [[4]]
## [,1] [,2]
## [1,] 17.675084 -1.224466
## [2,] -1.224466 5.472076
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.31812 12.429041 0.4173447 1.940602
## [2,] -6.18202 3.246244 -4.3916120 8.573845
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.1963258 -0.2597976
## [2,] -0.2597976 6.0583917
##
## [[2]]
## [,1] [,2]
## [1,] 9.531822 -1.359732
## [2,] -1.359732 5.809009
##
## [[3]]
## [,1] [,2]
## [1,] 6.501994 3.452485
## [2,] 3.452485 4.601445
##
## [[4]]
## [,1] [,2]
## [1,] 9.030481 5.254938
## [2,] 5.254938 15.012432
##
##
## r 104.1418
## nu 2
## [1] 3 5 2 2 6 2 3 3 2 5 2 5 3 6 3 6 3 3 3 3 3 3 3 3 3 6 5 6 6 3 5 3 3 2 3 6 3 3
## [39] 6 6 2 2 3 5 3 2 5 2 3 6
##
##
## *******************************************************************
## Starting iter: 7000
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 5 2 2 2 4 2 6 5 2 2 2 2 5 4 6 4 5 5 6 6 6 6 6 6 6 4 2 4 4 5 2 5 6 2 6 4 6 6
## [39] 4 4 2 2 6 2 6 2 2 2 5 4
##
##
## 2 4 5 6
## 17 10 8 15
##
## [,1] [,2] [,3] [,4]
## [1,] 10.37467 12.073973 0.05657986 -0.677951
## [2,] 4.85018 2.295614 7.27739603 -6.656828
##
## [[1]]
## [,1] [,2]
## [1,] 2.5432559 -0.9206556
## [2,] -0.9206556 6.3459196
##
## [[2]]
## [,1] [,2]
## [1,] 11.196311 4.331662
## [2,] 4.331662 9.341002
##
## [[3]]
## [,1] [,2]
## [1,] 6.442877 3.828792
## [2,] 3.828792 13.338053
##
## [[4]]
## [,1] [,2]
## [1,] 7.401809 -2.511233
## [2,] -2.511233 8.224423
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] -1.603920 0.8043279 9.092356 12.975657
## [2,] -5.532754 8.6673225 1.628504 2.325277
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.1234970 0.5017744
## [2,] 0.5017744 4.7093441
##
## [[2]]
## [,1] [,2]
## [1,] 3.925031 2.999992
## [2,] 2.999992 12.491863
##
## [[3]]
## [,1] [,2]
## [1,] 4.239506 2.182203
## [2,] 2.182203 10.952133
##
## [[4]]
## [,1] [,2]
## [1,] 19.429937 2.188768
## [2,] 2.188768 10.722114
##
##
## r 33.74915
## nu 2
## [1] 5 2 2 2 4 2 6 5 2 2 2 2 5 4 6 4 5 5 6 6 6 6 6 6 6 4 2 4 4 5 2 5 6 2 6 4 6 6
## [39] 4 4 2 2 6 2 6 2 2 2 5 4
##
##
## *******************************************************************
## Starting iter: 7500
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 4 7 2 7 2 5 4 4 5 5 7 5 4 2 6 4 4 6 6 4 6 6 6 6 4 2 7 2 2 6 7 6 4 2 6 2 4 4
## [39] 2 2 7 7 6 5 4 7 7 7 4 2
##
##
## 2 4 5 6 7
## 11 13 5 11 10
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 7.94531 12.358179 0.480679 0.6113451 -0.5390556
## [2,] 6.14214 2.556035 -5.276723 2.7545614 -7.1785212
##
## [[1]]
## [,1] [,2]
## [1,] 30.89110 -22.61516
## [2,] -22.61516 38.34700
##
## [[2]]
## [,1] [,2]
## [1,] 19.2830997 0.4619136
## [2,] 0.4619136 4.8763824
##
## [[3]]
## [,1] [,2]
## [1,] 3.7493458 0.8842866
## [2,] 0.8842866 3.3646025
##
## [[4]]
## [,1] [,2]
## [1,] 19.335343 -7.066259
## [2,] -7.066259 34.607007
##
## [[5]]
## [,1] [,2]
## [1,] 9.674993 2.869515
## [2,] 2.869515 5.085629
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -0.4624348 10.907095 -1.951922 12.272356 0.1123529
## [2,] 6.3007446 4.680204 -7.179406 3.879481 -5.7687322
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 5.243995 4.596428
## [2,] 4.596428 15.810849
##
## [[2]]
## [,1] [,2]
## [1,] 9.711822 -5.804976
## [2,] -5.804976 16.099129
##
## [[3]]
## [,1] [,2]
## [1,] 2.319525 -1.873817
## [2,] -1.873817 13.736600
##
## [[4]]
## [,1] [,2]
## [1,] 15.483110 -1.268014
## [2,] -1.268014 5.099162
##
## [[5]]
## [,1] [,2]
## [1,] 15.679074 6.209807
## [2,] 6.209807 9.552548
##
##
## r 50.25853
## nu 2
## [1] 4 7 2 7 2 5 4 4 5 5 7 5 4 2 6 4 4 6 6 4 6 6 6 6 4 2 7 2 2 6 7 6 4 2 6 2 4 4
## [39] 2 2 7 7 6 5 4 7 7 7 4 2
##
##
## *******************************************************************
## Starting iter: 8000
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 4 5 5 5 6 5 9 9 5 5 5 5 9 6 4 6 9 4 2 9 2 2 2 9 2 6 5 6 6 2 5 9 4 5 2 6 2 2
## [39] 6 6 5 4 4 5 2 5 5 5 9 6
##
##
## 2 4 5 6 9
## 10 6 16 10 8
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] -0.193428 8.016699 -1.879529 10.116453 15.560155
## [2,] 7.324075 1.679357 -5.611388 2.526137 2.446258
##
## [[1]]
## [,1] [,2]
## [1,] 7.230968 1.739448
## [2,] 1.739448 9.451790
##
## [[2]]
## [,1] [,2]
## [1,] 10.868784 5.563859
## [2,] 5.563859 7.093075
##
## [[3]]
## [,1] [,2]
## [1,] 3.6975615 -0.4606977
## [2,] -0.4606977 7.8604405
##
## [[4]]
## [,1] [,2]
## [1,] 4.963149 -2.758085
## [2,] -2.758085 9.505385
##
## [[5]]
## [,1] [,2]
## [1,] 7.129220 -5.959162
## [2,] -5.959162 12.458557
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] 15.061271 7.6509041 -1.124131 0.2440827 10.436320
## [2,] 3.177342 0.7953368 -5.455168 8.5438075 2.777796
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 4.776283 -1.567147
## [2,] -1.567147 5.116559
##
## [[2]]
## [,1] [,2]
## [1,] 8.927647 5.219438
## [2,] 5.219438 6.691838
##
## [[3]]
## [,1] [,2]
## [1,] 3.0055941 0.3328142
## [2,] 0.3328142 9.3155458
##
## [[4]]
## [,1] [,2]
## [1,] 3.694597 2.560679
## [2,] 2.560679 18.025595
##
## [[5]]
## [,1] [,2]
## [1,] 2.1851853 0.1730691
## [2,] 0.1730691 14.7454985
##
##
## r 52.40588
## nu 2
## [1] 4 5 5 5 6 5 9 9 5 5 5 5 9 6 4 6 9 4 2 9 2 2 2 9 2 6 5 6 6 2 5 9 4 5 2 6 2 2
## [39] 6 6 5 4 4 5 2 5 5 5 9 6
##
##
## *******************************************************************
## Starting iter: 8500
## *******************************************************************
## End of CRP step
## [1] "Current k = 5"
##
## [1] 7 2 2 2 9 2 8 8 2 2 2 2 12 9 7 9 8 7 12 7 12 12 8 8 8
## [26] 9 2 9 9 8 9 7 8 9 7 9 12 7 9 9 2 9 8 2 7 2 2 2 7 9
##
##
## 2 7 8 9 12
## 14 9 9 13 5
##
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.343900 -1.783986 10.844511 15.277578 11.246769
## [2,] 7.699706 -7.622801 2.596573 1.377359 4.895769
##
## [[1]]
## [,1] [,2]
## [1,] 6.397939 10.11666
## [2,] 10.116665 53.98226
##
## [[2]]
## [,1] [,2]
## [1,] 3.739686 1.403714
## [2,] 1.403714 9.378700
##
## [[3]]
## [,1] [,2]
## [1,] 9.5189084 -0.9870917
## [2,] -0.9870917 3.4546105
##
## [[4]]
## [,1] [,2]
## [1,] 10.047311 4.875828
## [2,] 4.875828 18.161727
##
## [[5]]
## [,1] [,2]
## [1,] 3.9844345 -0.7392032
## [2,] -0.7392032 9.3621035
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -2.089379 11.154840 10.290068 -0.6995324 14.739646
## [2,] -7.146772 1.100692 3.159336 6.8535174 1.731075
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.0295050 -0.1949303
## [2,] -0.1949303 4.9651477
##
## [[2]]
## [,1] [,2]
## [1,] 22.406759 -3.135782
## [2,] -3.135782 14.012546
##
## [[3]]
## [,1] [,2]
## [1,] 9.849233 4.600192
## [2,] 4.600192 6.065177
##
## [[4]]
## [,1] [,2]
## [1,] 5.160877 1.60104
## [2,] 1.601040 28.92614
##
## [[5]]
## [,1] [,2]
## [1,] 25.16729 26.79973
## [2,] 26.79973 36.03499
##
##
## r 71.46898
## nu 2
## [1] 7 2 2 2 9 2 8 8 2 2 2 2 12 9 7 9 8 7 12 7 12 12 8 8 8
## [26] 9 2 9 9 8 9 7 8 9 7 9 12 7 9 9 2 9 8 2 7 2 2 2 7 9
##
##
## *******************************************************************
## Starting iter: 9000
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 5 2 2 2 9 4 4 5 2 2 2 2 4 9 4 9 6 5 5 6 5 5 5 6 5
## [26] 9 4 9 9 10 4 5 5 4 10 9 10 5 9 9 2 4 5 2 5 4 4 2 6 9
##
##
## 2 4 5 6 9 10
## 10 10 13 4 10 3
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 4.084010 13.7717863 13.716838 -0.570830 -1.669186 10.897362
## [2,] -3.501506 0.9539478 3.345301 8.412554 -6.777684 2.613668
##
## [[1]]
## [,1] [,2]
## [1,] 13.380201 2.557995
## [2,] 2.557995 19.441026
##
## [[2]]
## [,1] [,2]
## [1,] 24.4919936 -0.6707604
## [2,] -0.6707604 6.0163484
##
## [[3]]
## [,1] [,2]
## [1,] 14.010539 -2.686902
## [2,] -2.686902 4.625495
##
## [[4]]
## [,1] [,2]
## [1,] 3.184737 5.437468
## [2,] 5.437468 21.722237
##
## [[5]]
## [,1] [,2]
## [1,] 2.0558231 -0.1065878
## [2,] -0.1065878 2.4630778
##
## [[6]]
## [,1] [,2]
## [1,] 9.436723 -2.765998
## [2,] -2.765998 15.108231
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5]
## [1,] -0.7200585 11.380274 10.157578 -0.1319732 13.8127442
## [2,] -7.0438110 2.603916 3.790954 8.6453522 0.9821752
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 3.0109665 -0.7929455
## [2,] -0.7929455 3.5079762
##
## [[2]]
## [,1] [,2]
## [1,] 52.07615 23.51828
## [2,] 23.51828 16.66603
##
## [[3]]
## [,1] [,2]
## [1,] 17.95493 42.27953
## [2,] 42.27953 136.10762
##
## [[4]]
## [,1] [,2]
## [1,] 5.053544 5.382554
## [2,] 5.382554 25.632413
##
## [[5]]
## [,1] [,2]
## [1,] 1.788882658 0.009535175
## [2,] 0.009535175 6.481762765
##
##
## r 292.4735
## nu 2
## [1] 5 2 2 2 9 5 5 5 2 2 2 2 5 9 5 9 6 5 5 6 5 5 5 6 5
## [26] 9 5 9 9 10 5 5 5 5 10 9 10 5 9 9 2 5 5 2 5 5 5 2 6 9
##
##
## *******************************************************************
## Starting iter: 9500
## *******************************************************************
## End of CRP step
## [1] "Current k = 4"
##
## [1] 2 4 4 4 9 4 2 2 4 4 4 4 2 9 2 9 2 2 6 2 6 6 2 2 6 9 4 9 9 2 4 2 2 4 6 9 6 6
## [39] 9 9 4 4 6 4 6 4 4 4 2 9
##
##
## 2 4 6 9
## 14 17 9 10
##
## [,1] [,2] [,3] [,4]
## [1,] -0.3674936 -0.9260499 16.184891 10.132173
## [2,] 8.3933718 -4.5260282 3.054604 2.460839
##
## [[1]]
## [,1] [,2]
## [1,] 3.894560 4.388154
## [2,] 4.388154 14.544475
##
## [[2]]
## [,1] [,2]
## [1,] 2.5163302 0.6014993
## [2,] 0.6014993 9.1965493
##
## [[3]]
## [,1] [,2]
## [1,] 4.45405 -1.306900
## [2,] -1.30690 5.835666
##
## [[4]]
## [,1] [,2]
## [1,] 3.408138 -1.62644
## [2,] -1.626440 8.78638
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4]
## [1,] 9.313568 -0.5029507 15.417935 -0.2717261
## [2,] 3.463676 -6.8082069 2.891055 8.9481385
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 2.1442428 0.6500055
## [2,] 0.6500055 8.0573459
##
## [[2]]
## [,1] [,2]
## [1,] 5.714124 3.751426
## [2,] 3.751426 12.785624
##
## [[3]]
## [,1] [,2]
## [1,] 4.060121 -1.010615
## [2,] -1.010615 11.750164
##
## [[4]]
## [,1] [,2]
## [1,] 2.807038 1.663496
## [2,] 1.663496 13.576195
##
##
## r 23.43206
## nu 2
## [1] 2 4 4 4 9 4 2 2 4 4 4 4 2 9 2 9 2 2 6 2 6 6 2 2 6 9 4 9 9 2 4 2 2 4 6 9 6 6
## [39] 9 9 4 4 6 4 6 4 4 4 2 9
##
##
## *******************************************************************
## Starting iter: 10000
## *******************************************************************
## End of CRP step
## [1] "Current k = 6"
##
## [1] 4 8 7 7 2 7 5 5 7 8 7 7 6 2 6 2 4 4 4 4 4 4 6 4 5 2 8 2 2 4 7 5 5 7 4 2 5 5
## [39] 2 2 8 8 6 7 4 8 8 7 4 2
##
##
## 2 4 5 6 7 8
## 10 12 7 4 10 7
##
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 12.73856 -0.08636865 12.341816 12.423721 -0.7918292 -2.449223
## [2,] 3.20785 -6.83654524 3.575186 1.539707 -4.8987540 9.777298
##
## [[1]]
## [,1] [,2]
## [1,] 8.522510 -2.027773
## [2,] -2.027773 6.221917
##
## [[2]]
## [,1] [,2]
## [1,] 3.5316692 -0.4247269
## [2,] -0.4247269 15.6815517
##
## [[3]]
## [,1] [,2]
## [1,] 8.599744 7.291469
## [2,] 7.291469 12.260133
##
## [[4]]
## [,1] [,2]
## [1,] 20.59382 3.869290
## [2,] 3.86929 6.115735
##
## [[5]]
## [,1] [,2]
## [1,] 5.430262 3.025512
## [2,] 3.025512 6.855065
##
## [[6]]
## [,1] [,2]
## [1,] 4.92102 2.50491
## [2,] 2.50491 20.37001
##
##
## After Gibbs step:
## mu
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] -0.05803635 12.30093 12.751964 15.179808 -2.308629 0.7075538
## [2,] 9.46768626 3.73748 2.903753 2.479329 -7.116514 -2.6791367
##
## Sigma
## [[1]]
## [,1] [,2]
## [1,] 9.374097 2.430797
## [2,] 2.430797 11.732859
##
## [[2]]
## [,1] [,2]
## [1,] 28.14663 -12.413860
## [2,] -12.41386 9.808353
##
## [[3]]
## [,1] [,2]
## [1,] 13.1691729 -0.7517769
## [2,] -0.7517769 7.2869523
##
## [[4]]
## [,1] [,2]
## [1,] 26.10693 15.70947
## [2,] 15.70947 21.62476
##
## [[5]]
## [,1] [,2]
## [1,] 6.8128297 0.1728211
## [2,] 0.1728211 15.5155760
##
## [[6]]
## [,1] [,2]
## [1,] 6.473198 -3.142433
## [2,] -3.142433 22.300720
##
##
## r 21.51809
## nu 2
## [1] 4 8 7 7 2 7 5 5 7 8 7 7 6 2 6 2 4 4 4 4 4 4 6 4 5 2 8 2 2 4 7 5 5 7 4 2 5 5
## [39] 2 2 8 8 6 7 4 8 8 7 4 2
end_run = Sys.time()
difftime(time1 = end_run, time2 = start_run)## Time difference of 19.98102 minssaveRDS(object = ex1, file = "../MCMC_Runs/conjUVVsamp_closer_nu2_g1_h50_rvaries_withSM.rds")
table(ex1$k)##
## 1 2 3 4 5 6 7 8 9 10 12
## 11 636 1744 3196 2304 1346 557 161 39 5 1# traceplot for number of components k.
make_k_traceplot(k = ex1$k, group_assign = ex1$group_assign)
summary(ex1$extra_params[1:n_iter,"r"])## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 4.501 27.090 44.422 75.777 77.330 6254.332